+851.8%
GLW vs LYV
+564.6%
+287.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +7.8% | -1.9% | +9.8% | +8.5% |
| 30D | -0.4% | -8.2% | +7.8% | +2.2% |
| 3M | -5.6% | -1.3% | -4.3% | -5.6% |
| 6M | +26.7% | +2.6% | +24.1% | +25.2% |
| YTD | +91.0% | +19.4% | +71.6% | +79.2% |
| 1Y | +122.4% | -2.2% | +124.7% | +121.3% |
| 3Y | +471.0% | +106.0% | +365.0% | +339.6% |
| 5Y | +385.6% | +97.7% | +288.0% | +262.6% |
| All | +851.8% | +564.6% | +287.2% | +378.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling