+265.8%
WMB vs LYV
+93.4%
+172.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -1.0% | -1.9% | +0.9% | -0.7% |
| 30D | -0.4% | -8.2% | +7.8% | +0.9% |
| 3M | +3.2% | -1.3% | +4.5% | +3.2% |
| 6M | +0.1% | +2.6% | -2.5% | -0.9% |
| YTD | +23.9% | +19.4% | +4.5% | +19.2% |
| 1Y | +27.6% | -2.2% | +29.8% | +27.0% |
| 3Y | +141.9% | +106.0% | +35.9% | +111.1% |
| All | +265.8% | +93.4% | +172.4% | +216.1% |
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