+294.2%
WBD vs LYV
+1,446.8%
-1,152.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.7% | -1.9% | +1.2% | -0.2% |
| 30D | +1.4% | -8.2% | +9.6% | +4.0% |
| 3M | +4.4% | -1.3% | +5.7% | +4.4% |
| 6M | +0.8% | +2.6% | -1.8% | -0.8% |
| YTD | -2.7% | +19.4% | -22.1% | -9.0% |
| 1Y | +73.4% | -2.2% | +75.7% | +71.5% |
| 3Y | +142.1% | +106.0% | +36.1% | +91.2% |
| 5Y | +7.2% | +97.7% | -90.4% | -15.2% |
| 10Y | +14.2% | +560.5% | -546.3% | -36.8% |
| All | +294.2% | +1,446.8% | -1,152.6% | +63.3% |
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