+206.6%
ROL vs LYV
+564.6%
-358.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -3.2% | -1.9% | -1.2% | -2.9% |
| 30D | -4.9% | -8.2% | +3.3% | -3.9% |
| 3M | -25.8% | -1.3% | -24.6% | -25.8% |
| 6M | -37.6% | +2.6% | -40.2% | -37.9% |
| YTD | -41.5% | +19.4% | -60.9% | -43.1% |
| 1Y | -39.5% | -2.2% | -37.2% | -39.6% |
| 3Y | +0.1% | +106.0% | -105.9% | -10.6% |
| 5Y | -4.6% | +97.7% | -102.3% | -16.0% |
| All | +206.6% | +564.6% | -358.1% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling