+362.2%
VST vs LYV
+109.2%
+253.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +5.3% | -5.3% | +10.7% | +7.8% |
| 30D | +5.8% | -7.9% | +13.7% | +9.6% |
| 3M | +3.5% | +4.5% | -1.0% | +0.6% |
| 6M | -7.4% | +2.5% | -9.9% | -9.6% |
| YTD | -6.1% | +19.3% | -25.4% | -15.0% |
| 1Y | -21.6% | -0.2% | -21.4% | -22.5% |
| All | +362.2% | +109.2% | +253.0% | +237.3% |
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