+18.4%
U vs LYV
+25.0%
-6.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +4.6% |
| 7D | +7.5% | +6.2% | +1.3% | +6.8% |
| 30D | -7.0% | +7.3% | -14.4% | -7.7% |
| 3M | +20.6% | -0.3% | +20.8% | +20.5% |
| 6M | +53.2% | +16.2% | +36.9% | +52.5% |
| YTD | -3.9% | +28.5% | -32.4% | -3.6% |
| 1Y | +18.4% | +21.5% | -3.1% | +14.7% |
| All | +18.4% | +25.0% | -6.6% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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