+1,163.1%
GLW vs LYV
+1,446.2%
-283.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.2% |
| 7D | +11.7% | -4.2% | +15.9% | +13.0% |
| 30D | +2.7% | -7.2% | +9.9% | +4.8% |
| 3M | -2.8% | +1.5% | -4.4% | -3.6% |
| 6M | +20.2% | +2.7% | +17.4% | +18.9% |
| YTD | +87.3% | +19.4% | +67.9% | +77.0% |
| 1Y | +119.6% | -0.5% | +120.1% | +117.5% |
| 3Y | +453.7% | +110.1% | +343.5% | +336.4% |
| 5Y | +376.1% | +97.6% | +278.5% | +268.5% |
| 10Y | +837.2% | +560.2% | +277.0% | +380.1% |
| All | +1,163.1% | +1,446.2% | -283.1% | +382.9% |
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