+773.1%
VTI vs LYV
+1,446.8%
-673.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | +3.6% | -1.3% | +4.9% | +3.7% |
| 6M | +13.6% | +2.6% | +11.0% | +12.3% |
| YTD | +12.9% | +19.4% | -6.5% | +7.3% |
| 1Y | +17.2% | -2.2% | +19.5% | +16.5% |
| 3Y | +75.7% | +106.0% | -30.4% | +44.0% |
| 5Y | +75.4% | +97.7% | -22.2% | +41.5% |
| 10Y | +303.3% | +560.5% | -257.2% | +128.8% |
| All | +773.1% | +1,446.8% | -673.7% | +279.6% |
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