+106.0%
LYV vs VO
+55.8%
+50.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.8% |
| 7D | -1.9% | -1.5% | -0.4% | -0.4% |
| 30D | -8.2% | -3.0% | -5.2% | -5.2% |
| 3M | -1.3% | +2.8% | -4.1% | -4.1% |
| 6M | +2.6% | +10.9% | -8.3% | -8.1% |
| YTD | +19.4% | +12.5% | +6.9% | +5.2% |
| 1Y | -2.2% | +12.0% | -14.2% | -13.6% |
| 3Y | +106.0% | +56.3% | +49.8% | +28.1% |
| All | +106.0% | +55.8% | +50.2% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling