+308.8%
RKLB vs LYV
+93.4%
+215.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | -1.9% | -0.1% | -0.8% |
| 30D | -22.4% | -8.2% | -14.3% | -18.3% |
| 3M | -45.2% | -1.3% | -43.9% | -45.2% |
| 6M | -12.5% | +2.6% | -15.1% | -15.1% |
| YTD | -9.8% | +19.4% | -29.2% | -21.6% |
| 1Y | +30.0% | -2.2% | +32.2% | +28.5% |
| 3Y | +942.2% | +106.0% | +836.2% | +542.4% |
| All | +308.8% | +93.4% | +215.4% | +212.3% |
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