+106.0%
LYV vs WU
-28.7%
+134.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | -1.9% | -3.5% | +1.6% | -1.1% |
| 30D | -8.2% | -2.9% | -5.2% | -7.6% |
| 3M | -1.3% | -2.3% | +1.0% | -1.3% |
| 6M | +2.6% | -25.4% | +28.0% | +9.0% |
| YTD | +19.4% | -21.2% | +40.6% | +24.6% |
| 1Y | -2.2% | -8.9% | +6.6% | -2.4% |
| 3Y | +106.0% | -29.0% | +135.0% | +113.8% |
| All | +106.0% | -28.7% | +134.8% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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