+1,635.5%
ROL vs LYV
+1,446.8%
+188.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -3.2% | -1.9% | -1.2% | -2.8% |
| 30D | -4.9% | -8.2% | +3.3% | -3.3% |
| 3M | -25.8% | -1.3% | -24.6% | -25.7% |
| 6M | -37.6% | +2.6% | -40.2% | -38.1% |
| YTD | -41.5% | +19.4% | -60.9% | -44.0% |
| 1Y | -39.5% | -2.2% | -37.2% | -39.8% |
| 3Y | +0.1% | +106.0% | -105.9% | -16.0% |
| 5Y | -4.6% | +97.7% | -102.3% | -22.1% |
| 10Y | +209.9% | +560.5% | -350.6% | +74.2% |
| All | +1,635.5% | +1,446.8% | +188.7% | +658.1% |
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