+549.4%
LYV vs VO
+200.3%
+349.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.9% |
| 7D | -1.9% | -1.5% | -0.4% | -0.1% |
| 30D | -8.2% | -3.0% | -5.2% | -4.7% |
| 3M | -1.3% | +2.8% | -4.1% | -4.6% |
| 6M | +2.6% | +10.9% | -8.3% | -9.6% |
| YTD | +19.4% | +12.5% | +6.9% | +3.3% |
| 1Y | -2.2% | +12.0% | -14.2% | -15.2% |
| 3Y | +106.0% | +56.3% | +49.8% | +18.5% |
| 5Y | +97.7% | +42.9% | +54.7% | +28.4% |
| All | +549.4% | +200.3% | +349.2% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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