+670.6%
LYV vs VYM
+488.1%
+182.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.9% |
| 7D | -1.9% | -0.8% | -1.1% | -0.8% |
| 30D | -8.2% | -2.2% | -5.9% | -5.2% |
| 3M | -1.3% | +3.1% | -4.3% | -5.5% |
| 6M | +2.6% | +9.7% | -7.1% | -10.2% |
| YTD | +19.4% | +14.9% | +4.5% | -2.4% |
| 1Y | -2.2% | +17.6% | -19.8% | -22.9% |
| 3Y | +106.0% | +65.3% | +40.7% | -0.7% |
| 5Y | +97.7% | +78.7% | +18.9% | -15.3% |
| 10Y | +560.5% | +208.2% | +352.3% | +25.2% |
| All | +670.6% | +488.1% | +182.5% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling