+1,468.2%
LYV vs VMC
+368.7%
+1,099.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.4% |
| 7D | -1.9% | -3.8% | +1.8% | +0.1% |
| 30D | -8.2% | -9.7% | +1.5% | -3.0% |
| 3M | -1.3% | -9.6% | +8.4% | +3.7% |
| 6M | +2.6% | -4.8% | +7.4% | +4.3% |
| YTD | +19.4% | -10.9% | +30.3% | +24.8% |
| 1Y | -2.2% | -15.6% | +13.3% | +5.3% |
| 3Y | +106.0% | +19.3% | +86.7% | +79.1% |
| 5Y | +97.7% | +48.0% | +49.7% | +50.5% |
| 10Y | +560.5% | +155.4% | +405.1% | +238.5% |
| All | +1,468.2% | +368.7% | +1,099.5% | +479.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling