+787.7%
IVV vs LYV
+1,449.5%
-661.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.2% |
| 7D | +0.5% | -3.8% | +4.3% | +1.4% |
| 30D | -1.0% | -5.7% | +4.7% | +0.3% |
| 3M | +3.9% | +6.9% | -3.0% | +2.0% |
| 6M | +14.5% | +9.2% | +5.3% | +11.6% |
| YTD | +12.9% | +19.6% | -6.7% | +7.5% |
| 1Y | +19.4% | +0.6% | +18.7% | +17.8% |
| 3Y | +78.8% | +110.6% | -31.8% | +46.8% |
| 5Y | +82.2% | +96.6% | -14.4% | +48.0% |
| 10Y | +313.7% | +546.4% | -232.7% | +139.5% |
| All | +787.7% | +1,449.5% | -661.9% | +292.9% |
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 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