+90.9%
LYV vs VSH
+74.2%
+16.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -1.3% |
| 7D | -1.9% | +4.8% | -6.7% | -3.0% |
| 30D | -8.2% | -0.7% | -7.5% | -8.3% |
| 3M | -1.3% | -43.1% | +41.8% | +10.6% |
| 6M | +2.6% | +91.8% | -89.2% | -22.2% |
| YTD | +19.4% | +131.6% | -112.2% | -16.2% |
| 1Y | -2.2% | +118.1% | -120.3% | -30.7% |
| 3Y | +106.0% | +40.9% | +65.1% | +67.9% |
| All | +90.9% | +74.2% | +16.8% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling