+549.4%
LYV vs URA
+346.2%
+203.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +1.0% |
| 7D | -1.9% | -5.5% | +3.6% | -0.3% |
| 30D | -8.2% | -3.7% | -4.5% | -7.4% |
| 3M | -1.3% | -2.9% | +1.6% | -1.3% |
| 6M | +2.6% | -15.2% | +17.9% | +5.9% |
| YTD | +19.4% | +1.9% | +17.5% | +14.6% |
| 1Y | -2.2% | +6.9% | -9.2% | -9.6% |
| 3Y | +106.0% | +99.6% | +6.4% | +45.0% |
| 5Y | +97.7% | +101.2% | -3.5% | +30.3% |
| All | +549.4% | +346.2% | +203.3% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling