+1,208.7%
VST vs LYV
+508.3%
+700.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.6% | -1.9% | +1.3% | 0.0% |
| 30D | +1.2% | -8.2% | +9.3% | +4.0% |
| 3M | +1.5% | -1.3% | +2.8% | +1.5% |
| 6M | -6.5% | +2.6% | -9.1% | -8.0% |
| YTD | -7.8% | +19.4% | -27.2% | -13.7% |
| 1Y | -26.9% | -2.2% | -24.7% | -27.5% |
| 3Y | +353.9% | +106.0% | +247.8% | +254.7% |
| 5Y | +782.7% | +97.7% | +685.1% | +568.2% |
| All | +1,208.7% | +508.3% | +700.4% | +593.8% |
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 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