+897.1%
WMT vs LYV
+1,446.8%
-549.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | 0.0% | -1.9% | +1.9% | +0.2% |
| 30D | -7.4% | -8.2% | +0.8% | -6.6% |
| 3M | -10.9% | -1.3% | -9.6% | -10.8% |
| 6M | -12.7% | +2.6% | -15.3% | -13.1% |
| YTD | -3.2% | +19.4% | -22.6% | -5.2% |
| 1Y | +5.3% | -2.2% | +7.5% | +5.0% |
| 3Y | +101.9% | +106.0% | -4.2% | +86.0% |
| 5Y | +134.6% | +97.7% | +36.9% | +113.3% |
| 10Y | +440.4% | +560.5% | -120.1% | +313.1% |
| All | +897.1% | +1,446.8% | -549.7% | +576.0% |
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