+1,468.2%
LYV vs UL
+412.3%
+1,055.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -1.9% | -3.4% | +1.5% | -0.1% |
| 30D | -8.2% | +0.5% | -8.7% | -8.5% |
| 3M | -1.3% | +7.2% | -8.5% | -5.4% |
| 6M | +2.6% | -3.1% | +5.7% | +3.5% |
| YTD | +19.4% | -2.7% | +22.1% | +19.8% |
| 1Y | -2.2% | -10.2% | +8.0% | +2.2% |
| 3Y | +106.0% | +20.3% | +85.8% | +77.6% |
| 5Y | +97.7% | +19.9% | +77.7% | +65.0% |
| 10Y | +560.5% | +66.5% | +494.1% | +307.5% |
| All | +1,468.2% | +412.3% | +1,055.9% | +343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling