+90.9%
LYV vs TROW
-39.3%
+130.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | -1.9% | -3.2% | +1.2% | -0.3% |
| 30D | -8.2% | -4.6% | -3.6% | -6.0% |
| 3M | -1.3% | -0.7% | -0.6% | -1.3% |
| 6M | +2.6% | +22.2% | -19.6% | -8.0% |
| YTD | +19.4% | +6.6% | +12.8% | +14.3% |
| 1Y | -2.2% | +5.8% | -8.1% | -6.3% |
| 3Y | +106.0% | +11.6% | +94.4% | +88.1% |
| All | +90.9% | -39.3% | +130.3% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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