+28.6%
VCIT vs LYV
+564.6%
-536.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -1.2% | -1.9% | +0.8% | -1.1% |
| 30D | -1.6% | -8.2% | +6.6% | -1.3% |
| 3M | -2.3% | -1.3% | -1.1% | -2.3% |
| 6M | -1.9% | +2.6% | -4.5% | -2.1% |
| YTD | -1.8% | +19.4% | -21.2% | -2.5% |
| 1Y | -1.2% | -2.2% | +1.1% | -1.2% |
| 3Y | +18.1% | +106.0% | -88.0% | +14.7% |
| 5Y | +2.3% | +97.7% | -95.4% | -1.1% |
| All | +28.6% | +564.6% | -536.1% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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