+611.1%
RSP vs LYV
+1,445.4%
-834.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.8% | -5.3% | +3.5% | -0.4% |
| 30D | -2.5% | -7.9% | +5.4% | -0.4% |
| 3M | +3.0% | +4.5% | -1.5% | +1.6% |
| 6M | +8.9% | +2.5% | +6.4% | +7.6% |
| YTD | +13.0% | +19.3% | -6.3% | +6.8% |
| 1Y | +16.2% | -0.2% | +16.4% | +14.8% |
| 3Y | +52.7% | +110.0% | -57.3% | +21.7% |
| 5Y | +50.5% | +96.8% | -46.3% | +17.9% |
| 10Y | +209.8% | +559.9% | -350.1% | +64.0% |
| All | +611.1% | +1,445.4% | -834.3% | +172.8% |
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