+1,216.9%
VST vs LYV
+520.3%
+696.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.8% | +4.3% |
| 7D | +8.9% | -4.5% | +13.4% | +10.5% |
| 30D | +6.2% | -5.5% | +11.7% | +8.1% |
| 3M | -2.7% | +7.8% | -10.5% | -5.5% |
| 6M | -8.4% | +9.4% | -17.7% | -11.6% |
| YTD | -7.2% | +21.8% | -29.0% | -13.7% |
| 1Y | -20.9% | +6.5% | -27.4% | -23.7% |
| 3Y | +384.0% | +106.4% | +277.6% | +277.7% |
| 5Y | +757.1% | +101.6% | +655.5% | +544.6% |
| All | +1,216.9% | +520.3% | +696.5% | +593.7% |
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