+1,468.2%
LYV vs WPM
+3,539.1%
-2,070.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.0% | -0.3% |
| 7D | -1.9% | -0.6% | -1.4% | -1.9% |
| 30D | -8.2% | +14.4% | -22.6% | -10.2% |
| 3M | -1.3% | +37.0% | -38.2% | -6.3% |
| 6M | +2.6% | +4.1% | -1.5% | +1.1% |
| YTD | +19.4% | +31.7% | -12.3% | +12.9% |
| 1Y | -2.2% | +44.2% | -46.4% | -9.2% |
| 3Y | +106.0% | +265.5% | -159.4% | +63.1% |
| 5Y | +97.7% | +262.5% | -164.8% | +54.3% |
| 10Y | +560.5% | +539.8% | +20.7% | +340.3% |
| All | +1,468.2% | +3,539.1% | -2,070.9% | +599.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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