+2,316.9%
LYV vs VIVK
-100.0%
+2,416.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 3M | -1.3% | -94.1% | +92.9% | -1.0% |
| 6M | +2.6% | -98.2% | +100.8% | +3.0% |
| YTD | +19.4% | -98.0% | +117.4% | +19.7% |
| 1Y | -2.2% | -100.0% | +97.7% | -1.7% |
| 3Y | +106.0% | -100.0% | +206.0% | +107.1% |
| 5Y | +97.7% | -100.0% | +197.7% | +98.7% |
| 10Y | +560.5% | -100.0% | +660.5% | +560.7% |
| All | +2,316.9% | -100.0% | +2,416.9% | +2,492.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling