+201.1%
WELL vs LYV
+93.4%
+107.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -0.2% | -1.9% | +1.7% | +0.1% |
| 30D | +2.3% | -8.2% | +10.5% | +3.9% |
| 3M | +12.3% | -1.3% | +13.5% | +12.4% |
| 6M | +15.6% | +2.6% | +13.0% | +14.6% |
| YTD | +28.3% | +19.4% | +8.9% | +23.3% |
| 1Y | +41.9% | -2.2% | +44.2% | +41.6% |
| 3Y | +198.3% | +106.0% | +92.3% | +151.3% |
| All | +201.1% | +93.4% | +107.7% | +151.6% |
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 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