+1,581.9%
LYV vs VT
+356.5%
+1,225.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.6% |
| 7D | +1.8% | +2.4% | -0.5% | -1.2% |
| 30D | +5.7% | -1.5% | +7.2% | +7.4% |
| 3M | -4.1% | -4.1% | 0.0% | +0.6% |
| 6M | +5.9% | +0.6% | +5.4% | +4.0% |
| YTD | +25.2% | +11.0% | +14.2% | +8.3% |
| 1Y | +30.4% | +13.3% | +17.1% | +9.9% |
| 3Y | +103.6% | +73.4% | +30.2% | -0.7% |
| 5Y | +58.9% | +57.4% | +1.4% | -10.9% |
| 10Y | +524.8% | +221.7% | +303.1% | +49.0% |
| All | +1,581.9% | +356.5% | +1,225.4% | +238.6% |
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