+239.3%
VIAV vs LYV
+1,446.8%
-1,207.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +11.2% | -1.9% | +13.1% | +11.9% |
| 30D | -10.1% | -8.2% | -1.9% | -7.3% |
| 3M | -22.9% | -1.3% | -21.6% | -23.2% |
| 6M | +28.8% | +2.6% | +26.2% | +26.1% |
| YTD | +117.5% | +19.4% | +98.0% | +99.8% |
| 1Y | +216.1% | -2.2% | +218.3% | +211.2% |
| 3Y | +292.2% | +106.0% | +186.2% | +183.4% |
| 5Y | +141.0% | +97.7% | +43.3% | +68.7% |
| 10Y | +414.6% | +560.5% | -145.9% | +96.8% |
| All | +239.3% | +1,446.8% | -1,207.6% | -2.0% |
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 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