+90.9%
LYV vs WU
-51.3%
+142.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | -1.9% | -3.5% | +1.6% | -0.9% |
| 30D | -8.2% | -2.9% | -5.2% | -7.4% |
| 3M | -1.3% | -2.3% | +1.0% | -1.4% |
| 6M | +2.6% | -25.4% | +28.0% | +10.4% |
| YTD | +19.4% | -21.2% | +40.6% | +25.9% |
| 1Y | -2.2% | -8.9% | +6.6% | -2.0% |
| 3Y | +106.0% | -29.0% | +135.0% | +119.5% |
| All | +90.9% | -51.3% | +142.3% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling