+377.4%
VT vs LYV
+1,493.2%
-1,115.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | +0.4% | -4.5% | +4.9% | +1.6% |
| 30D | +1.0% | -5.5% | +6.4% | +2.3% |
| 3M | +2.4% | +7.8% | -5.4% | +0.2% |
| 6M | +12.0% | +9.4% | +2.6% | +8.9% |
| YTD | +15.3% | +21.8% | -6.4% | +8.9% |
| 1Y | +22.6% | +6.5% | +16.1% | +19.2% |
| 3Y | +74.7% | +106.4% | -31.8% | +41.7% |
| 5Y | +66.1% | +101.6% | -35.4% | +31.4% |
| 10Y | +225.0% | +540.9% | -315.9% | +77.2% |
| All | +377.4% | +1,493.2% | -1,115.8% | +85.9% |
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