+1,188.5%
WDC vs LYV
+564.6%
+623.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.3% | -1.9% | -2.4% | -3.5% |
| 30D | -1.5% | -8.2% | +6.7% | +2.1% |
| 3M | -15.5% | -1.3% | -14.2% | -15.8% |
| 6M | +66.5% | +2.6% | +63.8% | +62.1% |
| YTD | +159.9% | +19.4% | +140.5% | +134.9% |
| 1Y | +366.0% | -2.2% | +368.2% | +357.1% |
| 3Y | +1,285.8% | +106.0% | +1,179.8% | +839.6% |
| 5Y | +925.6% | +97.7% | +827.9% | +564.4% |
| All | +1,188.5% | +564.6% | +623.9% | +400.7% |
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