+1,468.2%
LYV vs ROK
+1,012.0%
+456.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -1.0% |
| 7D | -1.9% | -1.2% | -0.7% | -1.2% |
| 30D | -8.2% | -4.8% | -3.4% | -5.4% |
| 3M | -1.3% | -6.1% | +4.8% | +1.4% |
| 6M | +2.6% | +15.5% | -12.9% | -8.5% |
| YTD | +19.4% | +11.2% | +8.2% | +8.0% |
| 1Y | -2.2% | +23.8% | -26.1% | -17.9% |
| 3Y | +106.0% | +53.1% | +52.9% | +41.3% |
| 5Y | +97.7% | +48.3% | +49.4% | +33.2% |
| 10Y | +560.5% | +357.4% | +203.2% | +91.0% |
| All | +1,468.2% | +1,012.0% | +456.2% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling