+1,467.6%
LYV vs VSH
+278.1%
+1,189.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -4.2% | +3.1% | -7.3% | -5.5% |
| 30D | -7.2% | -5.7% | -1.5% | -5.3% |
| 3M | +1.5% | -42.5% | +44.0% | +22.0% |
| 6M | +2.7% | +82.7% | -79.9% | -31.1% |
| YTD | +19.4% | +118.2% | -98.9% | -27.9% |
| 1Y | -0.5% | +109.7% | -110.1% | -39.7% |
| 3Y | +110.1% | +35.3% | +74.8% | +44.1% |
| 5Y | +97.6% | +65.6% | +32.0% | +18.9% |
| 10Y | +560.2% | +176.8% | +383.4% | +185.7% |
| All | +1,467.6% | +278.1% | +1,189.4% | +304.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling