+90.9%
LYV vs WY
-22.2%
+113.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.9% | -4.2% | +2.2% | -0.1% |
| 30D | -8.2% | -10.1% | +1.9% | -3.8% |
| 3M | -1.3% | -8.5% | +7.2% | +2.0% |
| 6M | +2.6% | -3.3% | +5.9% | +3.0% |
| YTD | +19.4% | -4.4% | +23.8% | +19.6% |
| 1Y | -2.2% | -11.5% | +9.2% | +1.5% |
| 3Y | +106.0% | -24.3% | +130.4% | +126.7% |
| All | +90.9% | -22.2% | +113.2% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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