+2.0%
RDW vs LYV
+130.5%
-128.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.9% | -1.9% | +2.8% | +1.9% |
| 30D | -21.3% | -8.2% | -13.1% | -17.4% |
| 3M | -37.9% | -1.3% | -36.6% | -38.1% |
| 6M | +12.3% | +2.6% | +9.7% | +9.1% |
| YTD | +39.7% | +19.4% | +20.3% | +24.0% |
| 1Y | +25.7% | -2.2% | +27.9% | +24.1% |
| 3Y | +230.8% | +106.0% | +124.8% | +125.6% |
| 5Y | -8.8% | +97.7% | -106.4% | -30.7% |
| All | +2.0% | +130.5% | -128.5% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling