+988.6%
LYV vs CDW
+912.4%
+76.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.8% | -3.6% |
| 7D | -1.9% | +0.9% | -2.9% | -2.6% |
| 30D | -8.2% | +13.1% | -21.3% | -14.0% |
| 3M | -1.3% | +19.7% | -20.9% | -11.2% |
| 6M | +2.6% | +30.7% | -28.1% | -15.3% |
| YTD | +19.4% | +14.7% | +4.7% | +4.6% |
| 1Y | -2.2% | -5.3% | +3.1% | -6.0% |
| 3Y | +106.0% | -23.8% | +129.9% | +115.9% |
| 5Y | +97.7% | -16.8% | +114.5% | +92.6% |
| 10Y | +560.5% | +299.0% | +261.5% | +211.6% |
| All | +988.6% | +912.4% | +76.2% | +331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling