+90.9%
LYV vs VMC
+47.0%
+43.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.2% |
| 3M | -1.3% | -9.6% | +8.4% | +3.4% |
| 6M | +2.6% | -4.8% | +7.4% | +4.1% |
| YTD | +19.4% | -10.9% | +30.3% | +24.1% |
| 1Y | -2.2% | -15.6% | +13.3% | +4.8% |
| 3Y | +106.0% | +19.3% | +86.7% | +74.3% |
| All | +90.9% | +47.0% | +43.9% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling