+750.7%
LYV vs WU
-22.4%
+773.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.3% |
| 7D | -1.9% | -3.5% | +1.6% | -0.1% |
| 30D | -8.2% | -2.9% | -5.2% | -6.9% |
| 3M | -1.3% | -2.3% | +1.0% | -2.0% |
| 6M | +2.6% | -25.4% | +28.0% | +16.8% |
| YTD | +19.4% | -21.2% | +40.6% | +31.1% |
| 1Y | -2.2% | -8.9% | +6.6% | -2.0% |
| 3Y | +106.0% | -29.0% | +135.0% | +128.2% |
| 5Y | +97.7% | -50.7% | +148.4% | +158.8% |
| 10Y | +560.5% | -39.7% | +600.2% | +639.8% |
| All | +750.7% | -22.4% | +773.1% | +639.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling