+106.0%
LYV vs ULTA
+31.2%
+74.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.0% | -0.3% |
| 7D | -1.9% | -3.1% | +1.1% | -1.4% |
| 30D | -8.2% | +2.8% | -11.0% | -8.8% |
| 3M | -1.3% | +14.8% | -16.0% | -4.1% |
| 6M | +2.6% | -16.2% | +18.8% | +5.5% |
| YTD | +19.4% | -9.6% | +29.0% | +20.8% |
| 1Y | -2.2% | +4.8% | -7.0% | -4.4% |
| 3Y | +106.0% | +30.7% | +75.4% | +83.3% |
| All | +106.0% | +31.2% | +74.8% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling