+562.6%
VTV vs LYV
+1,446.8%
-884.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.1% | -1.9% | +0.8% | -0.6% |
| 30D | -1.0% | -8.2% | +7.2% | +0.9% |
| 3M | +4.6% | -1.3% | +5.9% | +4.8% |
| 6M | +13.5% | +2.6% | +10.9% | +12.3% |
| YTD | +18.5% | +19.4% | -0.9% | +12.8% |
| 1Y | +22.9% | -2.2% | +25.1% | +22.1% |
| 3Y | +67.8% | +106.0% | -38.2% | +38.0% |
| 5Y | +81.8% | +97.7% | -15.8% | +45.6% |
| 10Y | +233.0% | +560.5% | -327.5% | +86.4% |
| All | +562.6% | +1,446.8% | -884.2% | +174.7% |
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