+1.2%
VWO vs LYV
+26.7%
-25.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.6% | -3.4% |
| 7D | -4.2% | +1.9% | -6.1% | -4.5% |
| 30D | -10.5% | +5.5% | -16.0% | -11.4% |
| 3M | -9.4% | -1.2% | -8.2% | -9.3% |
| 6M | -8.3% | +15.3% | -23.6% | -11.5% |
| YTD | +1.2% | +27.2% | -26.0% | -4.0% |
| 1Y | +1.2% | +34.5% | -33.2% | -4.4% |
| All | +1.2% | +26.7% | -25.5% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling