+27.2%
LYV vs WYNN
-33.2%
+60.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.8% | -8.1% | -4.1% |
| 7D | -1.5% | +11.3% | -12.8% | -3.3% |
| 30D | +2.6% | +10.9% | -8.3% | +0.7% |
| 3M | -3.6% | -17.9% | +14.3% | -1.1% |
| 6M | +4.4% | -22.3% | +26.8% | +8.3% |
| YTD | +23.0% | -30.4% | +53.4% | +27.9% |
| 1Y | +27.2% | -31.5% | +58.7% | +32.3% |
| All | +27.2% | -33.2% | +60.4% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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