+31.2%
VCIT vs LYV
+521.1%
-489.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.1% |
| 7D | -1.4% | +1.8% | -3.3% | -1.5% |
| 30D | +0.6% | +5.7% | -5.1% | +0.4% |
| 3M | -2.2% | -4.1% | +1.9% | -2.1% |
| 6M | -2.3% | +5.9% | -8.2% | -2.5% |
| YTD | -2.2% | +25.2% | -27.4% | -3.0% |
| 1Y | -1.4% | +30.4% | -31.8% | -2.4% |
| 3Y | +18.7% | +103.6% | -84.9% | +15.4% |
| 5Y | +3.6% | +58.9% | -55.3% | +1.0% |
| All | +31.2% | +521.1% | -489.9% | +23.0% |
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