+143.5%
LYV vs ROIV
+288.8%
-145.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.9% | +16.9% | -18.8% | -3.8% |
| 30D | -8.2% | +12.9% | -21.1% | -9.6% |
| 3M | -1.3% | +37.3% | -38.6% | -5.1% |
| 6M | +2.6% | +38.0% | -35.4% | -1.6% |
| YTD | +19.4% | +88.1% | -68.7% | +10.2% |
| 1Y | -2.2% | +183.3% | -185.5% | -14.0% |
| 3Y | +106.0% | +254.6% | -148.6% | +74.2% |
| 5Y | +97.7% | +309.8% | -212.2% | +50.0% |
| All | +143.5% | +288.8% | -145.3% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling