+2.6%
LYV vs VO
+10.5%
-7.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.7% |
| 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% | -11.0% |
| All | +2.6% | +10.5% | -7.9% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling