+549.4%
LYV vs VYM
+209.2%
+340.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.8% |
| 7D | -1.9% | -0.8% | -1.1% | -1.0% |
| 30D | -8.2% | -2.2% | -5.9% | -5.6% |
| 3M | -1.3% | +3.1% | -4.3% | -4.9% |
| 6M | +2.6% | +9.7% | -7.1% | -8.4% |
| YTD | +19.4% | +14.9% | +4.5% | +0.6% |
| 1Y | -2.2% | +17.6% | -19.8% | -20.1% |
| 3Y | +106.0% | +65.3% | +40.7% | +11.1% |
| 5Y | +97.7% | +78.7% | +18.9% | -2.8% |
| All | +549.4% | +209.2% | +340.3% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling