+56.2%
RIG vs LYV
+93.4%
-37.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -3.1% | -1.9% | -1.1% | -2.4% |
| 30D | -0.5% | -8.2% | +7.7% | +2.3% |
| 3M | -6.0% | -1.3% | -4.7% | -6.0% |
| 6M | -10.1% | +2.6% | -12.7% | -11.9% |
| YTD | +37.3% | +19.4% | +17.9% | +27.4% |
| 1Y | +73.9% | -2.2% | +76.2% | +72.3% |
| 3Y | -30.2% | +106.0% | -136.2% | -47.6% |
| All | +56.2% | +93.4% | -37.2% | +10.1% |
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 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