+549.4%
LYV vs WWD
+498.2%
+51.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.6% |
| 7D | -1.9% | -2.6% | +0.7% | -0.6% |
| 30D | -8.2% | -6.9% | -1.3% | -5.1% |
| 3M | -1.3% | -13.0% | +11.8% | +4.4% |
| 6M | +2.6% | -12.5% | +15.1% | +7.1% |
| YTD | +19.4% | +11.8% | +7.6% | +8.0% |
| 1Y | -2.2% | +41.1% | -43.3% | -23.0% |
| 3Y | +106.0% | +163.1% | -57.0% | +8.5% |
| 5Y | +97.7% | +187.6% | -90.0% | -3.4% |
| All | +549.4% | +498.2% | +51.2% | +130.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling