+90.9%
LYV vs WCC
+224.0%
-133.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -1.1% |
| 7D | -1.9% | +1.5% | -3.5% | -2.4% |
| 30D | -8.2% | -2.1% | -6.1% | -7.9% |
| 3M | -1.3% | +3.8% | -5.1% | -3.5% |
| 6M | +2.6% | +35.0% | -32.4% | -8.7% |
| YTD | +19.4% | +46.4% | -27.0% | +2.6% |
| 1Y | -2.2% | +63.0% | -65.2% | -19.9% |
| 3Y | +106.0% | +133.9% | -27.9% | +37.9% |
| All | +90.9% | +224.0% | -133.1% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling