+1,703.2%
WELL vs LYV
+1,446.2%
+257.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -2.2% | -4.2% | +1.9% | -1.1% |
| 30D | +4.7% | -7.2% | +11.9% | +6.9% |
| 3M | +11.9% | +1.5% | +10.4% | +11.2% |
| 6M | +14.3% | +2.7% | +11.5% | +12.7% |
| YTD | +28.4% | +19.4% | +9.0% | +20.9% |
| 1Y | +42.3% | -0.5% | +42.8% | +40.4% |
| 3Y | +202.6% | +110.1% | +92.4% | +135.1% |
| 5Y | +206.5% | +97.6% | +108.9% | +131.8% |
| 10Y | +356.2% | +560.2% | -204.1% | +140.9% |
| All | +1,703.2% | +1,446.2% | +257.1% | +573.9% |
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