+558.1%
VRT vs LYV
+109.4%
+448.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -8.4% | -1.9% | -6.4% | -7.5% |
| 30D | -10.9% | -8.2% | -2.7% | -7.3% |
| 3M | -13.7% | -1.3% | -12.4% | -14.4% |
| 6M | -4.1% | +2.6% | -6.7% | -7.2% |
| YTD | +58.7% | +19.4% | +39.3% | +41.2% |
| 1Y | +89.6% | -2.2% | +91.9% | +88.9% |
| 3Y | +558.1% | +106.0% | +452.1% | +284.4% |
| All | +558.1% | +109.4% | +448.8% | +284.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling