+106.0%
LYV vs ROK
+51.1%
+55.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.5% |
| 7D | -1.9% | -1.2% | -0.7% | -1.5% |
| 30D | -8.2% | -4.8% | -3.4% | -6.8% |
| 3M | -1.3% | -6.1% | +4.8% | +0.1% |
| 6M | +2.6% | +15.5% | -12.9% | -3.6% |
| YTD | +19.4% | +11.2% | +8.2% | +13.0% |
| 1Y | -2.2% | +23.8% | -26.1% | -11.2% |
| 3Y | +106.0% | +53.1% | +52.9% | +65.5% |
| All | +106.0% | +51.1% | +55.0% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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