+21.5%
LYV vs VSH
+62.1%
-40.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.1% | +7.5% | +2.6% |
| 7D | +6.2% | -13.6% | +19.8% | +6.8% |
| 30D | +7.3% | -30.4% | +37.7% | +8.9% |
| 3M | -0.3% | -33.3% | +33.0% | +1.4% |
| 6M | +16.2% | -15.1% | +31.3% | +9.3% |
| YTD | +28.5% | +80.2% | -51.7% | -2.1% |
| 1Y | +21.5% | +63.4% | -41.8% | -3.3% |
| All | +21.5% | +62.1% | -40.5% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling