-27.1%
RKT vs LYV
+261.2%
-288.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.3% | -1.9% | -4.3% | -5.6% |
| 30D | -6.2% | -8.2% | +2.0% | -3.2% |
| 3M | -1.9% | -1.3% | -0.6% | -1.3% |
| 6M | -13.0% | +2.6% | -15.6% | -13.7% |
| YTD | -31.9% | +19.4% | -51.3% | -35.9% |
| 1Y | -37.6% | -2.2% | -35.3% | -37.4% |
| 3Y | +36.8% | +106.0% | -69.2% | +5.0% |
| 5Y | -9.7% | +97.7% | -107.4% | -28.7% |
| All | -27.1% | +261.2% | -288.2% | -52.1% |
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