+2,232.1%
VGT vs LYV
+1,446.8%
+785.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.2% | -1.9% | +1.8% | +0.3% |
| 30D | -0.4% | -8.2% | +7.8% | +1.7% |
| 3M | +4.4% | -1.3% | +5.7% | +4.5% |
| 6M | +32.1% | +2.6% | +29.5% | +30.5% |
| YTD | +28.8% | +19.4% | +9.4% | +22.1% |
| 1Y | +35.3% | -2.2% | +37.6% | +34.5% |
| 3Y | +124.8% | +106.0% | +18.7% | +83.3% |
| 5Y | +137.9% | +97.7% | +40.3% | +92.4% |
| 10Y | +814.2% | +560.5% | +253.7% | +421.5% |
| All | +2,232.1% | +1,446.8% | +785.2% | +959.8% |
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