+163.1%
RTX vs LYV
+93.4%
+69.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -1.5% | -1.9% | +0.4% | -1.2% |
| 30D | -11.0% | -8.2% | -2.8% | -9.7% |
| 3M | +7.7% | -1.3% | +8.9% | +7.7% |
| 6M | -3.9% | +2.6% | -6.5% | -4.7% |
| YTD | +9.0% | +19.4% | -10.4% | +5.2% |
| 1Y | +27.3% | -2.2% | +29.5% | +26.9% |
| 3Y | +172.9% | +106.0% | +66.9% | +136.4% |
| All | +163.1% | +93.4% | +69.8% | +124.8% |
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 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