+1,467.6%
LYV vs VFC
+69.4%
+1,398.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.7% |
| 7D | -4.2% | -3.3% | -0.9% | -2.9% |
| 30D | -7.2% | -14.0% | +6.8% | -1.2% |
| 3M | +1.5% | -22.6% | +24.1% | +11.0% |
| 6M | +2.7% | -24.7% | +27.5% | +12.3% |
| YTD | +19.4% | -29.0% | +48.3% | +32.7% |
| 1Y | -0.5% | -13.8% | +13.3% | -1.2% |
| 3Y | +110.1% | -28.2% | +138.4% | +74.5% |
| 5Y | +97.6% | -79.0% | +176.6% | +228.4% |
| 10Y | +560.2% | -69.2% | +629.5% | +634.4% |
| All | +1,467.6% | +69.4% | +1,398.1% | +362.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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