+155.2%
W vs LYV
+564.6%
-409.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.9% | -1.9% | +1.1% | +0.3% |
| 30D | -4.2% | -8.2% | +3.9% | +0.9% |
| 3M | +26.9% | -1.3% | +28.2% | +28.1% |
| 6M | +31.2% | +2.6% | +28.6% | +28.6% |
| YTD | -1.8% | +19.4% | -21.2% | -13.4% |
| 1Y | +9.3% | -2.2% | +11.6% | +7.9% |
| 3Y | +33.2% | +106.0% | -72.8% | -16.1% |
| 5Y | -62.4% | +97.7% | -160.1% | -75.1% |
| All | +155.2% | +564.6% | -409.4% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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