-34.5%
RBLX vs LYV
+93.3%
-127.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +5.1% | -1.9% | +7.0% | +6.2% |
| 30D | +28.0% | -8.2% | +36.2% | +34.5% |
| 3M | +4.6% | -1.3% | +5.9% | +6.2% |
| 6M | -24.7% | +2.6% | -27.3% | -25.7% |
| YTD | -43.8% | +19.4% | -63.3% | -49.8% |
| 1Y | -65.8% | -2.2% | -63.5% | -65.7% |
| 3Y | +59.4% | +106.0% | -46.7% | -3.7% |
| 5Y | -48.2% | +97.7% | -145.9% | -63.4% |
| All | -34.5% | +93.3% | -127.8% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling