+90.9%
LYV vs VYM
+77.5%
+13.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.7% |
| 7D | -1.9% | -0.8% | -1.1% | -1.0% |
| 30D | -8.2% | -2.2% | -5.9% | -5.7% |
| 3M | -1.3% | +3.1% | -4.3% | -4.7% |
| 6M | +2.6% | +9.7% | -7.1% | -8.0% |
| YTD | +19.4% | +14.9% | +4.5% | +1.3% |
| 1Y | -2.2% | +17.6% | -19.8% | -19.4% |
| 3Y | +106.0% | +65.3% | +40.7% | +13.3% |
| All | +90.9% | +77.5% | +13.4% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling