+549.4%
LYV vs VMC
+156.6%
+392.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.4% |
| 7D | -1.9% | -3.8% | +1.8% | 0.0% |
| 30D | -8.2% | -9.7% | +1.5% | -3.4% |
| 3M | -1.3% | -9.6% | +8.4% | +3.3% |
| 6M | +2.6% | -4.8% | +7.4% | +4.2% |
| YTD | +19.4% | -10.9% | +30.3% | +24.3% |
| 1Y | -2.2% | -15.6% | +13.3% | +4.7% |
| 3Y | +106.0% | +19.3% | +86.7% | +80.6% |
| 5Y | +97.7% | +48.0% | +49.7% | +53.0% |
| All | +549.4% | +156.6% | +392.8% | +285.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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