+75.7%
VTI vs LYV
+109.4%
-33.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.9% | -1.9% | +1.0% | -0.4% |
| 30D | -1.4% | -8.2% | +6.7% | +0.7% |
| 3M | +3.6% | -1.3% | +4.9% | +3.6% |
| 6M | +13.6% | +2.6% | +11.0% | +12.0% |
| YTD | +12.9% | +19.4% | -6.5% | +6.3% |
| 1Y | +17.2% | -2.2% | +19.5% | +17.4% |
| 3Y | +75.7% | +106.0% | -30.4% | +36.4% |
| All | +75.7% | +109.4% | -33.7% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling