+169.7%
VEA vs LYV
+703.0%
-533.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | -1.5% | -1.9% | +0.5% | -1.0% |
| 30D | -0.8% | -8.2% | +7.4% | +1.2% |
| 3M | +2.5% | -1.3% | +3.7% | +2.6% |
| 6M | +11.1% | +2.6% | +8.5% | +10.0% |
| YTD | +17.2% | +19.4% | -2.2% | +11.5% |
| 1Y | +24.5% | -2.2% | +26.8% | +23.9% |
| 3Y | +75.4% | +106.0% | -30.6% | +43.3% |
| 5Y | +61.1% | +97.7% | -36.6% | +28.4% |
| 10Y | +163.1% | +560.5% | -397.4% | +43.7% |
| All | +169.7% | +703.0% | -533.3% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling