+777.9%
RTX vs LYV
+1,446.2%
-668.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.0% | -4.2% | +2.2% | -0.9% |
| 30D | -11.2% | -7.2% | -4.0% | -9.6% |
| 3M | +12.0% | +1.5% | +10.5% | +11.4% |
| 6M | -3.6% | +2.7% | -6.3% | -4.7% |
| YTD | +9.2% | +19.4% | -10.2% | +3.6% |
| 1Y | +29.7% | -0.5% | +30.2% | +28.3% |
| 3Y | +152.0% | +110.1% | +41.8% | +102.1% |
| 5Y | +165.8% | +97.6% | +68.2% | +108.2% |
| 10Y | +285.0% | +560.2% | -275.2% | +117.5% |
| All | +777.9% | +1,446.2% | -668.3% | +292.6% |
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