+177.0%
VXUS vs LYV
+1,537.0%
-1,360.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | -1.9% | -4.2% | +2.3% | -0.9% |
| 30D | -0.7% | -7.2% | +6.5% | +1.1% |
| 3M | +4.9% | +1.5% | +3.4% | +4.3% |
| 6M | +9.7% | +2.7% | +6.9% | +8.4% |
| YTD | +15.0% | +19.4% | -4.4% | +9.2% |
| 1Y | +22.4% | -0.5% | +22.9% | +21.2% |
| 3Y | +72.2% | +110.1% | -37.9% | +38.3% |
| 5Y | +52.6% | +97.6% | -45.0% | +19.7% |
| 10Y | +146.9% | +560.2% | -413.4% | +23.7% |
| All | +177.0% | +1,537.0% | -1,360.0% | -4.5% |
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