+1,597.8%
LYV vs VT
+357.8%
+1,240.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.8% |
| 7D | -0.6% | +2.9% | -3.5% | -4.2% |
| 30D | +5.1% | -2.5% | +7.7% | +8.2% |
| 3M | -2.8% | -3.3% | +0.5% | +0.9% |
| 6M | +8.7% | +1.5% | +7.2% | +5.4% |
| YTD | +26.4% | +11.4% | +15.1% | +9.0% |
| 1Y | +28.2% | +11.9% | +16.3% | +9.8% |
| 3Y | +105.8% | +73.9% | +31.9% | 0.0% |
| 5Y | +60.4% | +57.9% | +2.5% | -10.4% |
| 10Y | +530.7% | +222.6% | +308.1% | +49.9% |
| All | +1,597.8% | +357.8% | +1,240.0% | +240.5% |
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