+21.5%
LYV vs WWD
+27.2%
-5.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.6% |
| 7D | +6.2% | +7.3% | -1.1% | +5.2% |
| 30D | +7.3% | -2.0% | +9.3% | +7.5% |
| 3M | -0.3% | -12.6% | +12.3% | +1.4% |
| 6M | +16.2% | -8.4% | +24.7% | +16.0% |
| YTD | +28.5% | +8.2% | +20.3% | +24.5% |
| 1Y | +21.5% | +26.5% | -5.0% | +12.8% |
| All | +21.5% | +27.2% | -5.7% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling