-11.4%
RKT vs LYV
+93.4%
-104.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.3% | -1.9% | -4.3% | -5.4% |
| 30D | -6.2% | -8.2% | +2.0% | -2.5% |
| 3M | -1.9% | -1.3% | -0.6% | -1.1% |
| 6M | -13.0% | +2.6% | -15.6% | -13.9% |
| YTD | -31.9% | +19.4% | -51.3% | -37.0% |
| 1Y | -37.6% | -2.2% | -35.3% | -37.3% |
| 3Y | +36.8% | +106.0% | -69.2% | -4.5% |
| All | -11.4% | +93.4% | -104.8% | -34.9% |
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