+106.0%
LYV vs CDW
-24.7%
+130.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.8% | -1.2% |
| 7D | -1.9% | +0.9% | -2.9% | -2.1% |
| 30D | -8.2% | +13.1% | -21.3% | -10.1% |
| 3M | -1.3% | +19.7% | -20.9% | -4.6% |
| 6M | +2.6% | +30.7% | -28.1% | -4.7% |
| YTD | +19.4% | +14.7% | +4.7% | +14.5% |
| 1Y | -2.2% | -5.3% | +3.1% | -0.4% |
| 3Y | +106.0% | -23.8% | +129.9% | +109.2% |
| All | +106.0% | -24.7% | +130.7% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 3y: compounded portfolio wealth divided by compounded CDW 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…
3y analysis · Full analysis span regression · 6 months rolling