+560.2%
VEEV vs LYV
+566.8%
-6.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.1% |
| 7D | -3.4% | -1.2% | -2.3% | -3.1% |
| 30D | +9.0% | -9.0% | +18.0% | +11.5% |
| 3M | +66.5% | -0.6% | +67.1% | +66.7% |
| 6M | +48.5% | +11.4% | +37.1% | +44.1% |
| YTD | +19.0% | +20.3% | -1.3% | +13.0% |
| 1Y | -3.9% | -1.3% | -2.6% | -4.5% |
| 3Y | +25.8% | +101.7% | -75.9% | +2.7% |
| 5Y | -11.2% | +93.4% | -104.5% | -27.0% |
| 10Y | +560.2% | +556.8% | +3.4% | +255.2% |
| All | +560.2% | +566.8% | -6.5% | +255.2% |
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