+1,467.6%
LYV vs VO
+570.1%
+897.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +1.2% |
| 7D | -4.2% | -2.5% | -1.7% | -1.0% |
| 30D | -7.2% | -3.2% | -4.0% | -3.2% |
| 3M | +1.5% | +3.9% | -2.4% | -3.5% |
| 6M | +2.7% | +9.6% | -6.9% | -9.1% |
| YTD | +19.4% | +11.6% | +7.8% | +2.9% |
| 1Y | -0.5% | +12.6% | -13.1% | -15.5% |
| 3Y | +110.1% | +55.4% | +54.8% | +16.0% |
| 5Y | +97.6% | +41.8% | +55.7% | +23.8% |
| 10Y | +560.2% | +196.4% | +363.8% | +56.9% |
| All | +1,467.6% | +570.1% | +897.5% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling