+21.5%
LYV vs VIG
+19.5%
+2.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +0.3% |
| 7D | +6.2% | +2.7% | +3.5% | +3.4% |
| 30D | +7.3% | +7.0% | +0.3% | +0.3% |
| 3M | -0.3% | +4.0% | -4.3% | -4.0% |
| 6M | +16.2% | +12.3% | +4.0% | +3.0% |
| YTD | +28.5% | +16.4% | +12.2% | +8.3% |
| 1Y | +21.5% | +19.2% | +2.3% | -0.4% |
| All | +21.5% | +19.5% | +2.0% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling