+133.6%
LYV vs UPST
+3.8%
+129.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.1% | -1.4% |
| 7D | -3.8% | -1.5% | -2.3% | -3.7% |
| 30D | -5.7% | -13.2% | +7.6% | -4.5% |
| 3M | +6.9% | -13.0% | +19.8% | +7.9% |
| 6M | +9.2% | -2.9% | +12.1% | +8.6% |
| YTD | +19.6% | -38.3% | +57.9% | +23.2% |
| 1Y | +0.6% | -60.5% | +61.1% | +7.2% |
| 3Y | +110.6% | -11.7% | +122.3% | +95.8% |
| 5Y | +96.6% | -90.2% | +186.8% | +86.1% |
| All | +133.6% | +3.8% | +129.8% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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