+1,468.2%
LYV vs VSAT
+184.5%
+1,283.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.9% | -1.3% | -0.6% | -1.7% |
| 30D | -8.2% | -14.8% | +6.6% | -4.4% |
| 3M | -1.3% | +2.2% | -3.5% | -5.0% |
| 6M | +2.6% | +60.2% | -57.6% | -16.5% |
| YTD | +19.4% | +115.6% | -96.2% | -13.1% |
| 1Y | -2.2% | +132.9% | -135.1% | -32.7% |
| 3Y | +106.0% | +216.1% | -110.0% | -4.2% |
| 5Y | +97.7% | +52.9% | +44.7% | +4.9% |
| 10Y | +560.5% | +3.1% | +557.5% | +270.8% |
| All | +1,468.2% | +184.5% | +1,283.7% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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