+875.3%
ITW vs LYV
+1,446.8%
-571.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.7% | -1.9% | +1.2% | -0.3% |
| 30D | -8.3% | -8.2% | -0.1% | -6.5% |
| 3M | +6.0% | -1.3% | +7.3% | +6.2% |
| 6M | 0.0% | +2.6% | -2.6% | -1.1% |
| YTD | +10.2% | +19.4% | -9.2% | +4.8% |
| 1Y | +3.2% | -2.2% | +5.5% | +2.7% |
| 3Y | +21.0% | +106.0% | -85.1% | -1.0% |
| 5Y | +37.9% | +97.7% | -59.7% | +9.9% |
| 10Y | +193.2% | +560.5% | -367.3% | +62.1% |
| All | +875.3% | +1,446.8% | -571.5% | +305.2% |
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