+106.0%
LYV vs ROIV
+222.7%
-116.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.9% | +16.9% | -18.8% | -4.2% |
| 30D | -8.2% | +12.9% | -21.1% | -9.9% |
| 3M | -1.3% | +37.3% | -38.6% | -6.3% |
| 6M | +2.6% | +38.0% | -35.4% | -3.1% |
| YTD | +19.4% | +88.1% | -68.7% | +6.6% |
| 1Y | -2.2% | +183.3% | -185.5% | -19.4% |
| 3Y | +106.0% | +254.6% | -148.6% | +56.4% |
| All | +106.0% | +222.7% | -116.6% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling