+13.8%
VRT vs LYV
+25.0%
-11.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.4% | -15.3% | -13.2% |
| 7D | -15.4% | +6.2% | -21.6% | -16.2% |
| 30D | -19.0% | +7.3% | -26.3% | -19.9% |
| 3M | -23.8% | -0.3% | -23.5% | -23.8% |
| 6M | -37.9% | +16.2% | -54.1% | -40.9% |
| YTD | +27.0% | +28.5% | -1.6% | +19.7% |
| 1Y | +13.8% | +21.5% | -7.7% | +5.5% |
| All | +13.8% | +25.0% | -11.2% | +5.5% |
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