+1,339.9%
VLO vs LYV
+1,446.2%
-106.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +4.0% | -4.2% | +8.2% | +5.5% |
| 30D | +19.0% | -7.2% | +26.2% | +22.0% |
| 3M | +50.0% | +1.5% | +48.4% | +48.6% |
| 6M | +79.1% | +2.7% | +76.4% | +74.9% |
| YTD | +140.3% | +19.4% | +120.9% | +120.9% |
| 1Y | +148.3% | -0.5% | +148.8% | +142.2% |
| 3Y | +194.6% | +110.1% | +84.5% | +113.5% |
| 5Y | +609.6% | +97.6% | +512.0% | +395.3% |
| 10Y | +929.5% | +560.2% | +369.2% | +354.6% |
| All | +1,339.9% | +1,446.2% | -106.3% | +353.8% |
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