+778.9%
LYV vs VIG
+615.8%
+163.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -1.0% |
| 7D | -1.9% | -1.1% | -0.9% | -0.4% |
| 30D | -8.2% | -2.7% | -5.4% | -4.3% |
| 3M | -1.3% | +2.5% | -3.8% | -4.9% |
| 6M | +2.6% | +9.2% | -6.6% | -10.0% |
| YTD | +19.4% | +9.8% | +9.6% | +3.7% |
| 1Y | -2.2% | +12.4% | -14.6% | -18.2% |
| 3Y | +106.0% | +55.9% | +50.1% | +5.8% |
| 5Y | +97.7% | +63.9% | +33.7% | -5.8% |
| 10Y | +560.5% | +249.1% | +311.5% | -5.0% |
| All | +778.9% | +615.8% | +163.1% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling