+106.0%
LYV vs ROKU
+83.2%
+22.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -1.9% | -0.4% | -1.5% | -1.9% |
| 30D | -8.2% | +2.1% | -10.3% | -8.5% |
| 3M | -1.3% | +29.5% | -30.8% | -5.6% |
| 6M | +2.6% | +53.8% | -51.2% | -4.9% |
| YTD | +19.4% | +42.8% | -23.4% | +11.6% |
| 1Y | -2.2% | +60.7% | -63.0% | -10.7% |
| 3Y | +106.0% | +83.9% | +22.1% | +83.9% |
| All | +106.0% | +83.2% | +22.9% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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