+924.9%
VLO vs LYV
+564.6%
+360.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +5.3% | -1.9% | +7.2% | +6.1% |
| 30D | +18.2% | -8.2% | +26.4% | +22.2% |
| 3M | +53.3% | -1.3% | +54.6% | +53.4% |
| 6M | +70.4% | +2.6% | +67.8% | +65.8% |
| YTD | +143.4% | +19.4% | +124.0% | +120.0% |
| 1Y | +153.0% | -2.2% | +155.2% | +147.8% |
| 3Y | +195.0% | +106.0% | +88.9% | +99.7% |
| 5Y | +618.8% | +97.7% | +521.1% | +347.6% |
| All | +924.9% | +564.6% | +360.2% | +293.9% |
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