+90.9%
LYV vs WTW
+42.0%
+48.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.9% | -5.7% | +3.8% | +0.1% |
| 30D | -8.2% | -7.3% | -0.9% | -5.8% |
| 3M | -1.3% | +21.5% | -22.7% | -8.2% |
| 6M | +2.6% | +9.6% | -7.0% | -1.6% |
| YTD | +19.4% | -3.3% | +22.7% | +19.5% |
| 1Y | -2.2% | -6.1% | +3.9% | -0.8% |
| 3Y | +106.0% | +61.8% | +44.2% | +49.6% |
| All | +90.9% | +42.0% | +48.9% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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