+97.6%
LYV vs ROIV
+310.6%
-213.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.3% |
| 7D | -4.2% | +19.0% | -23.2% | -6.2% |
| 30D | -7.2% | +16.1% | -23.4% | -9.0% |
| 3M | +1.5% | +44.1% | -42.6% | -2.9% |
| 6M | +2.7% | +37.8% | -35.1% | -1.5% |
| YTD | +19.4% | +88.7% | -69.3% | +10.1% |
| 1Y | -0.5% | +197.3% | -197.8% | -13.0% |
| 3Y | +110.1% | +224.9% | -114.8% | +79.0% |
| 5Y | +97.6% | +311.0% | -213.5% | +48.9% |
| All | +97.6% | +310.6% | -213.0% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling