+105.8%
LYV vs VT
+74.2%
+31.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.4% |
| 7D | -5.3% | -0.1% | -5.2% | -5.2% |
| 30D | -7.9% | -0.7% | -7.3% | -7.3% |
| 3M | +4.5% | +4.0% | +0.5% | +0.1% |
| 6M | +2.5% | +12.3% | -9.8% | -9.6% |
| YTD | +19.3% | +14.0% | +5.3% | +3.3% |
| 1Y | -0.2% | +20.3% | -20.5% | -18.8% |
| All | +105.8% | +74.2% | +31.7% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling