+1,535.2%
LYV vs VT
+374.2%
+1,161.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.5% | +0.4% | -4.9% | -5.0% |
| 30D | -5.5% | +1.0% | -6.4% | -6.6% |
| 3M | +7.8% | +2.4% | +5.4% | +4.0% |
| 6M | +9.4% | +12.0% | -2.6% | -5.8% |
| YTD | +21.8% | +15.3% | +6.4% | +0.9% |
| 1Y | +6.5% | +22.6% | -16.1% | -18.7% |
| 3Y | +106.4% | +74.7% | +31.8% | +0.4% |
| 5Y | +101.6% | +66.1% | +35.4% | +6.0% |
| 10Y | +540.9% | +225.0% | +315.9% | +51.5% |
| All | +1,535.2% | +374.2% | +1,161.1% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling