+102.3%
LYV vs VLTO
+24.3%
+78.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -1.9% | -2.3% | +0.4% | -1.1% |
| 30D | -8.2% | -2.7% | -5.5% | -7.3% |
| 3M | -1.3% | +14.0% | -15.3% | -5.9% |
| 6M | +2.6% | +3.3% | -0.7% | +1.2% |
| YTD | +19.4% | -5.4% | +24.8% | +21.6% |
| 1Y | -2.2% | -13.3% | +11.0% | +3.1% |
| All | +102.3% | +24.3% | +78.0% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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