+25.2%
VZ vs LYV
+25.0%
+0.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.4% | +1.9% |
| 7D | +6.9% | +6.2% | +0.7% | +6.6% |
| 30D | +2.3% | +7.3% | -5.1% | +1.9% |
| 3M | 0.0% | -0.3% | +0.3% | -0.1% |
| 6M | +0.2% | +16.2% | -16.0% | -0.4% |
| YTD | +20.9% | +28.5% | -7.6% | +20.3% |
| 1Y | +25.2% | +21.5% | +3.7% | +24.8% |
| All | +25.2% | +25.0% | +0.3% | +24.8% |
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 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