-2.2%
LYV vs UMAC
+129.0%
-131.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | -1.9% | -3.4% | +1.5% | -1.9% |
| 30D | -8.2% | -15.1% | +6.9% | -8.0% |
| 3M | -1.3% | -10.8% | +9.5% | -1.2% |
| 6M | +2.6% | +15.7% | -13.1% | +0.3% |
| YTD | +19.4% | +80.1% | -60.7% | +13.6% |
| 1Y | -2.2% | +116.7% | -119.0% | -10.3% |
| All | -2.2% | +129.0% | -131.3% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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