+359.6%
VT vs LYV
+1,538.7%
-1,179.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +2.4% | +1.8% | +0.5% | +1.9% |
| 30D | -1.5% | +5.7% | -7.2% | -2.9% |
| 3M | -4.1% | -4.1% | 0.0% | -3.2% |
| 6M | +0.6% | +5.9% | -5.4% | -1.2% |
| YTD | +11.0% | +25.2% | -14.2% | +4.1% |
| 1Y | +13.3% | +30.4% | -17.1% | +5.0% |
| 3Y | +73.4% | +103.6% | -30.2% | +41.2% |
| 5Y | +57.4% | +58.9% | -1.4% | +32.9% |
| 10Y | +221.7% | +524.8% | -303.1% | +76.5% |
| All | +359.6% | +1,538.7% | -1,179.0% | +77.6% |
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