+106.0%
LYV vs GWRE
+50.1%
+56.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -1.9% | -13.2% | +11.3% | -0.3% |
| 30D | -8.2% | -18.6% | +10.4% | -6.4% |
| 3M | -1.3% | +18.9% | -20.2% | -4.2% |
| 6M | +2.6% | -11.0% | +13.6% | +3.0% |
| YTD | +19.4% | -29.9% | +49.3% | +25.2% |
| 1Y | -2.2% | -44.3% | +42.1% | +7.5% |
| 3Y | +106.0% | +51.7% | +54.4% | +75.9% |
| All | +106.0% | +50.1% | +56.0% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling