-91.2%
RIG vs LYV
+1,446.8%
-1,538.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -3.1% | -1.9% | -1.1% | -2.3% |
| 30D | -0.5% | -8.2% | +7.7% | +2.7% |
| 3M | -6.0% | -1.3% | -4.7% | -6.0% |
| 6M | -10.1% | +2.6% | -12.7% | -12.2% |
| YTD | +37.3% | +19.4% | +17.9% | +26.6% |
| 1Y | +73.9% | -2.2% | +76.2% | +72.0% |
| 3Y | -30.2% | +106.0% | -136.2% | -49.1% |
| 5Y | +62.5% | +97.7% | -35.2% | +14.5% |
| 10Y | -42.3% | +560.5% | -602.8% | -71.4% |
| All | -91.2% | +1,446.8% | -1,538.0% | -97.1% |
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