-46.2%
RBLX vs LYV
+93.4%
-139.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +5.1% | -1.9% | +7.0% | +6.4% |
| 30D | +28.0% | -8.2% | +36.2% | +35.2% |
| 3M | +4.6% | -1.3% | +5.9% | +6.3% |
| 6M | -24.7% | +2.6% | -27.3% | -25.9% |
| YTD | -43.8% | +19.4% | -63.3% | -50.6% |
| 1Y | -65.8% | -2.2% | -63.5% | -65.8% |
| 3Y | +59.4% | +106.0% | -46.7% | -11.9% |
| All | -46.2% | +93.4% | -139.6% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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