+523.0%
VTR vs LYV
+1,446.8%
-923.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.3% | -1.9% | +1.6% | +0.4% |
| 30D | +1.1% | -8.2% | +9.3% | +4.1% |
| 3M | +7.9% | -1.3% | +9.2% | +8.0% |
| 6M | +6.2% | +2.6% | +3.6% | +4.3% |
| YTD | +17.7% | +19.4% | -1.7% | +9.0% |
| 1Y | +32.9% | -2.2% | +35.1% | +31.3% |
| 3Y | +129.7% | +106.0% | +23.6% | +68.2% |
| 5Y | +89.3% | +97.7% | -8.4% | +32.4% |
| 10Y | +99.1% | +560.5% | -461.4% | -11.2% |
| All | +523.0% | +1,446.8% | -923.8% | +87.8% |
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