+59.8%
RF vs LYV
+1,522.3%
-1,462.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.7% |
| 7D | +1.9% | +1.8% | +0.1% | +1.1% |
| 30D | +7.3% | +5.7% | +1.6% | +4.6% |
| 3M | -7.9% | -4.1% | -3.8% | -6.4% |
| 6M | +10.5% | +5.9% | +4.6% | +6.8% |
| YTD | +9.6% | +25.2% | -15.6% | -3.3% |
| 1Y | +20.3% | +30.4% | -10.1% | +4.0% |
| 3Y | +119.5% | +103.6% | +15.9% | +50.8% |
| 5Y | +48.2% | +58.9% | -10.7% | +8.9% |
| 10Y | +234.3% | +524.8% | -290.5% | +17.1% |
| All | +59.8% | +1,522.3% | -1,462.5% | -66.1% |
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