+294.2%
LYV vs ROKU
+880.6%
-586.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.2% |
| 6M | +2.6% | +53.8% | -51.2% | -4.1% |
| YTD | +19.4% | +42.8% | -23.4% | +12.5% |
| 1Y | -2.2% | +60.7% | -63.0% | -9.8% |
| 3Y | +106.0% | +83.9% | +22.1% | +78.5% |
| 5Y | +97.7% | -52.8% | +150.5% | +87.5% |
| All | +294.2% | +880.6% | -586.3% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling