+106.0%
LYV vs WAB
+167.4%
-61.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.4% |
| 7D | -1.9% | +0.1% | -2.1% | -2.0% |
| 30D | -8.2% | -4.1% | -4.1% | -6.7% |
| 3M | -1.3% | +8.2% | -9.4% | -5.2% |
| 6M | +2.6% | +15.4% | -12.8% | -4.5% |
| YTD | +19.4% | +33.1% | -13.7% | +4.1% |
| 1Y | -2.2% | +48.1% | -50.3% | -19.0% |
| 3Y | +106.0% | +167.7% | -61.7% | +30.5% |
| All | +106.0% | +167.4% | -61.4% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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