+549.4%
LYV vs GWRE
+131.0%
+418.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.9% | -13.2% | +11.3% | +2.3% |
| 30D | -8.2% | -18.6% | +10.4% | -3.6% |
| 3M | -1.3% | +18.9% | -20.2% | -9.2% |
| 6M | +2.6% | -11.0% | +13.6% | +1.3% |
| YTD | +19.4% | -29.9% | +49.3% | +27.2% |
| 1Y | -2.2% | -44.3% | +42.1% | +13.5% |
| 3Y | +106.0% | +51.7% | +54.4% | +48.2% |
| 5Y | +97.7% | +15.4% | +82.2% | +54.7% |
| All | +549.4% | +131.0% | +418.4% | +289.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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