+916.1%
WDC vs LYV
+93.4%
+822.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.3% | -1.9% | -2.4% | -3.7% |
| 30D | -1.5% | -8.2% | +6.7% | +1.3% |
| 3M | -15.5% | -1.3% | -14.2% | -15.8% |
| 6M | +66.5% | +2.6% | +63.8% | +62.8% |
| YTD | +159.9% | +19.4% | +140.5% | +139.1% |
| 1Y | +366.0% | -2.2% | +368.2% | +360.7% |
| 3Y | +1,285.8% | +106.0% | +1,179.8% | +904.0% |
| All | +916.1% | +93.4% | +822.7% | +650.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling