+1,632.8%
LYV vs URA
-29.9%
+1,662.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.2% |
| 7D | -5.3% | +5.7% | -11.1% | -7.2% |
| 30D | -7.9% | +5.6% | -13.5% | -9.9% |
| 3M | +4.5% | +6.2% | -1.7% | +1.4% |
| 6M | +2.5% | -8.2% | +10.8% | +3.3% |
| YTD | +19.3% | +9.7% | +9.6% | +11.4% |
| 1Y | -0.2% | +17.0% | -17.2% | -10.8% |
| 3Y | +110.0% | +118.5% | -8.5% | +41.7% |
| 5Y | +96.8% | +134.3% | -37.5% | +21.1% |
| 10Y | +559.9% | +377.5% | +182.4% | +178.1% |
| All | +1,632.8% | -29.9% | +1,662.7% | +1,336.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling