+546.0%
RKLB vs LYV
+143.8%
+402.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | -1.9% | -0.1% | -1.0% |
| 30D | -22.4% | -8.2% | -14.3% | -18.7% |
| 3M | -45.2% | -1.3% | -43.9% | -45.2% |
| 6M | -12.5% | +2.6% | -15.1% | -14.7% |
| YTD | -9.8% | +19.4% | -29.2% | -20.2% |
| 1Y | +30.0% | -2.2% | +32.2% | +28.8% |
| 3Y | +942.2% | +106.0% | +836.2% | +591.8% |
| 5Y | +236.8% | +97.7% | +139.1% | +142.9% |
| All | +546.0% | +143.8% | +402.3% | +374.6% |
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