+1,468.2%
LYV vs VNQ
+275.0%
+1,193.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.5% |
| 7D | -1.9% | -1.3% | -0.7% | -0.9% |
| 30D | -8.2% | -2.6% | -5.6% | -6.2% |
| 3M | -1.3% | -2.0% | +0.8% | +0.2% |
| 6M | +2.6% | +4.3% | -1.7% | -1.2% |
| YTD | +19.4% | +9.2% | +10.2% | +10.7% |
| 1Y | -2.2% | +5.6% | -7.9% | -6.9% |
| 3Y | +106.0% | +30.8% | +75.2% | +62.4% |
| 5Y | +97.7% | +8.0% | +89.7% | +82.4% |
| 10Y | +560.5% | +63.7% | +496.8% | +340.7% |
| All | +1,468.2% | +275.0% | +1,193.2% | +533.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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