+2,109.7%
LYV vs VCLT
+100.6%
+2,009.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | -1.4% | -0.6% | -1.6% |
| 30D | -8.2% | -1.2% | -7.0% | -7.9% |
| 3M | -1.3% | -4.8% | +3.5% | +0.1% |
| 6M | +2.6% | -2.6% | +5.2% | +3.4% |
| YTD | +19.4% | -3.3% | +22.7% | +20.6% |
| 1Y | -2.2% | -4.8% | +2.6% | -0.9% |
| 3Y | +106.0% | +11.5% | +94.5% | +100.5% |
| 5Y | +97.7% | -17.0% | +114.6% | +100.6% |
| 10Y | +560.5% | +16.7% | +543.8% | +608.4% |
| All | +2,109.7% | +100.6% | +2,009.1% | +3,950.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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