+6.5%
LYV vs ULTA
+6.6%
-0.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | -4.5% | +9.0% | -13.5% | -5.4% |
| 30D | -5.5% | +4.6% | -10.0% | -6.0% |
| 3M | +7.8% | +22.0% | -14.2% | +5.2% |
| 6M | +9.4% | -14.7% | +24.1% | +9.4% |
| YTD | +21.8% | -6.8% | +28.5% | +21.9% |
| 1Y | +6.5% | +6.5% | -0.1% | +5.7% |
| All | +6.5% | +6.6% | -0.2% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling