+358.6%
VT vs LYV
+1,536.8%
-1,178.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | -3.1% | +4.6% | -7.7% | -4.2% |
| 3M | -3.5% | -3.5% | 0.0% | -2.7% |
| 6M | +0.5% | +9.2% | -8.7% | -2.1% |
| YTD | +10.8% | +25.1% | -14.3% | +3.8% |
| 1Y | +11.9% | +24.3% | -12.5% | +4.9% |
| 3Y | +73.0% | +103.7% | -30.7% | +40.8% |
| 5Y | +58.6% | +55.0% | +3.6% | +34.7% |
| 10Y | +219.2% | +519.4% | -300.2% | +75.5% |
| All | +358.6% | +1,536.8% | -1,178.3% | +77.2% |
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