+94.9%
VICI vs LYV
+298.2%
-203.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.3% | -1.9% | -0.4% | -1.7% |
| 30D | -4.8% | -8.2% | +3.4% | -1.9% |
| 3M | -10.1% | -1.3% | -8.9% | -9.9% |
| 6M | -9.7% | +2.6% | -12.3% | -11.2% |
| YTD | -8.8% | +19.4% | -28.2% | -15.3% |
| 1Y | -20.2% | -2.2% | -18.0% | -20.9% |
| 3Y | -5.8% | +106.0% | -111.8% | -31.4% |
| 5Y | +9.5% | +97.7% | -88.1% | -24.0% |
| All | +94.9% | +298.2% | -203.3% | +3.1% |
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