+2,397.0%
VRT vs LYV
+247.7%
+2,149.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | -7.7% | -4.2% | -3.5% | -6.0% |
| 30D | -12.0% | -7.2% | -4.7% | -9.2% |
| 3M | -11.7% | +1.5% | -13.2% | -13.2% |
| 6M | -8.1% | +2.7% | -10.8% | -10.3% |
| YTD | +53.2% | +19.4% | +33.9% | +39.4% |
| 1Y | +81.7% | -0.5% | +82.1% | +77.3% |
| 3Y | +535.3% | +110.1% | +425.2% | +339.8% |
| 5Y | +916.4% | +97.6% | +818.8% | +623.7% |
| All | +2,397.0% | +247.7% | +2,149.3% | +1,226.6% |
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