+393.2%
WFC vs LYV
+1,446.2%
-1,053.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +0.3% | -4.2% | +4.5% | +2.0% |
| 30D | +2.3% | -7.2% | +9.5% | +5.3% |
| 3M | +9.8% | +1.5% | +8.2% | +8.6% |
| 6M | +15.6% | +2.7% | +12.8% | +13.3% |
| YTD | -2.4% | +19.4% | -21.8% | -10.5% |
| 1Y | +13.8% | -0.5% | +14.3% | +11.6% |
| 3Y | +134.6% | +110.1% | +24.5% | +69.0% |
| 5Y | +127.9% | +97.6% | +30.3% | +59.1% |
| 10Y | +141.8% | +560.2% | -418.5% | -5.1% |
| All | +393.2% | +1,446.2% | -1,053.0% | +13.9% |
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