+90.9%
LYV vs UL
+18.7%
+72.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.9% | -3.4% | +1.5% | -1.2% |
| 30D | -8.2% | +0.5% | -8.7% | -8.3% |
| 3M | -1.3% | +7.2% | -8.5% | -2.8% |
| 6M | +2.6% | -3.1% | +5.7% | +3.0% |
| YTD | +19.4% | -2.7% | +22.1% | +19.7% |
| 1Y | -2.2% | -10.2% | +8.0% | -0.5% |
| 3Y | +106.0% | +20.3% | +85.8% | +94.7% |
| All | +90.9% | +18.7% | +72.3% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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