+88.9%
RF vs LYV
+95.6%
-6.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.6% | -4.2% | +2.6% | -0.1% |
| 30D | -4.3% | -7.2% | +3.0% | -1.7% |
| 3M | +5.9% | +1.5% | +4.3% | +4.8% |
| 6M | +14.1% | +2.7% | +11.4% | +12.0% |
| YTD | +13.8% | +19.4% | -5.6% | +4.8% |
| 1Y | +15.2% | -0.5% | +15.7% | +13.5% |
| 3Y | +90.6% | +110.1% | -19.6% | +39.2% |
| 5Y | +88.9% | +97.6% | -8.7% | +38.0% |
| All | +88.9% | +95.6% | -6.7% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling