+143.9%
LYV vs ROIV
+295.0%
-151.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.8% | -20.5% | -3.7% |
| 7D | -3.8% | +20.2% | -24.0% | -5.9% |
| 30D | -5.7% | +14.1% | -19.8% | -7.2% |
| 3M | +6.9% | +45.6% | -38.7% | +2.1% |
| 6M | +9.2% | +44.1% | -35.0% | +4.2% |
| YTD | +19.6% | +91.2% | -71.5% | +10.2% |
| 1Y | +0.6% | +221.3% | -220.7% | -12.8% |
| 3Y | +110.6% | +229.2% | -118.6% | +79.2% |
| 5Y | +96.6% | +316.5% | -219.8% | +49.0% |
| All | +143.9% | +295.0% | -151.2% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling