+90.9%
LYV vs VIVK
-100.0%
+190.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +0.1% |
| 7D | -1.9% | -4.4% | +2.4% | -1.9% |
| 30D | -8.2% | -40.8% | +32.6% | -7.8% |
| 3M | -1.3% | -94.1% | +92.9% | +0.6% |
| 6M | +2.6% | -98.2% | +100.8% | +5.0% |
| YTD | +19.4% | -98.0% | +117.4% | +21.7% |
| 1Y | -2.2% | -100.0% | +97.7% | +1.6% |
| 3Y | +106.0% | -100.0% | +206.0% | +112.3% |
| All | +90.9% | -100.0% | +190.9% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 5y: compounded portfolio wealth divided by compounded VIVK 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…
5y analysis · Full analysis span regression · 6 months rolling