+3.1%
VCIT vs LYV
+98.5%
-95.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -0.2% | -5.3% | +5.2% | 0.0% |
| 30D | -0.5% | -7.9% | +7.4% | -0.2% |
| 3M | -0.9% | +4.5% | -5.4% | -1.1% |
| 6M | -1.9% | +2.5% | -4.5% | -2.1% |
| YTD | -1.0% | +19.3% | -20.3% | -1.6% |
| 1Y | +0.2% | -0.2% | +0.4% | +0.1% |
| 3Y | +19.0% | +110.0% | -91.0% | +15.4% |
| 5Y | +3.1% | +96.8% | -93.7% | -0.7% |
| All | +3.1% | +98.5% | -95.4% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling