+120.6%
VLO vs LYV
+25.0%
+95.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.4% | -8.2% | -5.4% |
| 7D | -6.0% | +6.2% | -12.1% | -5.1% |
| 30D | -12.9% | +7.3% | -20.2% | -12.0% |
| 3M | +18.3% | -0.3% | +18.6% | +18.6% |
| 6M | +46.4% | +16.2% | +30.2% | +50.0% |
| YTD | +127.7% | +28.5% | +99.2% | +133.3% |
| 1Y | +120.6% | +21.5% | +99.1% | +127.0% |
| All | +120.6% | +25.0% | +95.7% | +127.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling