+1,468.2%
LYV vs VRSN
+1,460.5%
+7.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.7% |
| 7D | -1.9% | +0.2% | -2.1% | -2.1% |
| 30D | -8.2% | +3.8% | -11.9% | -10.2% |
| 3M | -1.3% | +5.0% | -6.3% | -4.6% |
| 6M | +2.6% | +24.9% | -22.3% | -10.9% |
| YTD | +19.4% | +21.6% | -2.2% | +4.4% |
| 1Y | -2.2% | +2.4% | -4.7% | -6.4% |
| 3Y | +106.0% | +47.3% | +58.7% | +56.6% |
| 5Y | +97.7% | +34.7% | +62.9% | +55.5% |
| 10Y | +560.5% | +298.1% | +262.4% | +164.4% |
| All | +1,468.2% | +1,460.5% | +7.7% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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