+549.4%
LYV vs VICR
+1,679.8%
-1,130.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.1% | -1.7% |
| 7D | -1.9% | +5.0% | -6.9% | -2.8% |
| 30D | -8.2% | -12.5% | +4.3% | -6.8% |
| 3M | -1.3% | -33.6% | +32.3% | +3.0% |
| 6M | +2.6% | +10.7% | -8.1% | -4.6% |
| YTD | +19.4% | +80.6% | -61.2% | +0.3% |
| 1Y | -2.2% | +288.4% | -290.6% | -30.4% |
| 3Y | +106.0% | +213.8% | -107.8% | +41.5% |
| 5Y | +97.7% | +58.8% | +38.8% | +42.5% |
| All | +549.4% | +1,679.8% | -1,130.3% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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