+1,468.2%
LYV vs GWW
+2,425.4%
-957.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.4% |
| 7D | -1.9% | -3.4% | +1.4% | +0.1% |
| 30D | -8.2% | -1.9% | -6.3% | -7.3% |
| 3M | -1.3% | -2.4% | +1.1% | -0.6% |
| 6M | +2.6% | +15.7% | -13.1% | -7.5% |
| YTD | +19.4% | +27.6% | -8.2% | +0.4% |
| 1Y | -2.2% | +27.2% | -29.4% | -17.9% |
| 3Y | +106.0% | +89.7% | +16.4% | +30.3% |
| 5Y | +97.7% | +223.9% | -126.3% | -15.8% |
| 10Y | +560.5% | +567.1% | -6.6% | +46.1% |
| All | +1,468.2% | +2,425.4% | -957.2% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling