+6.5%
LYV vs GWW
+31.2%
-24.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -4.5% | +1.4% | -5.9% | -4.7% |
| 30D | -5.5% | +3.3% | -8.7% | -5.9% |
| 3M | +7.8% | +2.9% | +4.8% | +6.7% |
| 6M | +9.4% | +15.8% | -6.4% | +4.7% |
| YTD | +21.8% | +32.0% | -10.3% | +12.5% |
| 1Y | +6.5% | +29.9% | -23.4% | -2.2% |
| All | +6.5% | +31.2% | -24.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling