+90.9%
LYV vs ROP
-16.2%
+107.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -1.9% | -4.6% | +2.7% | +0.2% |
| 30D | -8.2% | -1.7% | -6.5% | -7.6% |
| 3M | -1.3% | +17.1% | -18.3% | -8.9% |
| 6M | +2.6% | +10.9% | -8.3% | -3.2% |
| YTD | +19.4% | -12.1% | +31.5% | +27.3% |
| 1Y | -2.2% | -24.2% | +22.0% | +13.6% |
| 3Y | +106.0% | -20.4% | +126.4% | +128.6% |
| All | +90.9% | -16.2% | +107.1% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 5y: compounded portfolio wealth divided by compounded ROP 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…
5y analysis · Full analysis span regression · 6 months rolling