+1,468.2%
LYV vs WYNN
+204.6%
+1,263.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.4% |
| 7D | -1.9% | -4.2% | +2.3% | -0.2% |
| 30D | -8.2% | -14.6% | +6.4% | -2.1% |
| 3M | -1.3% | -18.4% | +17.1% | +6.9% |
| 6M | +2.6% | -11.9% | +14.5% | +7.2% |
| YTD | +19.4% | -26.6% | +46.0% | +33.6% |
| 1Y | -2.2% | -28.5% | +26.3% | +9.0% |
| 3Y | +106.0% | -5.1% | +111.2% | +95.3% |
| 5Y | +97.7% | -10.5% | +108.2% | +80.5% |
| 10Y | +560.5% | +0.3% | +560.2% | +392.0% |
| All | +1,468.2% | +204.6% | +1,263.6% | +408.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling