-2.2%
LYV vs VTRS
+66.8%
-69.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -1.9% | -2.2% | +0.3% | -1.7% |
| 30D | -8.2% | +3.3% | -11.5% | -8.4% |
| 3M | -1.3% | +2.0% | -3.3% | -1.4% |
| 6M | +2.6% | +19.9% | -17.3% | +0.9% |
| YTD | +19.4% | +35.7% | -16.3% | +18.8% |
| 1Y | -2.2% | +68.1% | -70.3% | -0.7% |
| All | -2.2% | +66.8% | -69.0% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 1y: compounded portfolio wealth divided by compounded VTRS 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…
1y analysis · Full analysis span regression · 6 months rolling