+158.4%
W vs LYV
+621.0%
-462.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | +0.5% | -4.2% | +4.7% | +3.0% |
| 30D | -5.6% | -7.2% | +1.7% | -1.3% |
| 3M | +41.9% | +1.5% | +40.4% | +41.0% |
| 6M | +30.2% | +2.7% | +27.5% | +27.6% |
| YTD | -2.9% | +19.4% | -22.3% | -14.0% |
| 1Y | +11.6% | -0.5% | +12.1% | +9.0% |
| 3Y | +37.0% | +110.1% | -73.2% | -13.2% |
| 5Y | -62.8% | +97.6% | -160.4% | -74.9% |
| 10Y | +155.2% | +560.2% | -405.0% | -13.9% |
| All | +158.4% | +621.0% | -462.6% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling