+1,468.2%
LYV vs WCN
+1,693.2%
-225.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | -0.1% |
| 7D | -1.9% | -3.1% | +1.2% | +0.3% |
| 30D | -8.2% | -3.4% | -4.8% | -5.9% |
| 3M | -1.3% | +3.0% | -4.2% | -3.9% |
| 6M | +2.6% | -3.8% | +6.4% | +3.8% |
| YTD | +19.4% | -8.3% | +27.7% | +24.2% |
| 1Y | -2.2% | -9.7% | +7.5% | +2.6% |
| 3Y | +106.0% | +17.2% | +88.9% | +72.4% |
| 5Y | +97.7% | +25.3% | +72.4% | +53.6% |
| 10Y | +560.5% | +235.4% | +325.2% | +117.4% |
| All | +1,468.2% | +1,693.2% | -225.0% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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