+221.6%
VT vs LYV
+564.4%
-342.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.0% | -4.2% | +2.2% | -0.9% |
| 30D | -1.4% | -7.2% | +5.8% | +0.4% |
| 3M | +4.7% | +1.5% | +3.2% | +4.1% |
| 6M | +11.4% | +2.7% | +8.6% | +10.0% |
| YTD | +13.1% | +19.4% | -6.3% | +7.2% |
| 1Y | +19.0% | -0.5% | +19.5% | +17.8% |
| 3Y | +73.9% | +110.1% | -36.2% | +39.8% |
| 5Y | +65.4% | +97.6% | -32.2% | +30.7% |
| All | +221.6% | +564.4% | -342.8% | +76.6% |
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 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