-35.7%
U vs LYV
+191.3%
-226.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +5.5% | -1.9% | +7.5% | +6.8% |
| 30D | -1.3% | -8.2% | +6.9% | +4.0% |
| 3M | +64.6% | -1.3% | +65.8% | +65.3% |
| 6M | +119.4% | +2.6% | +116.8% | +112.4% |
| YTD | -0.5% | +19.4% | -19.9% | -13.0% |
| 1Y | +1.3% | -2.2% | +3.5% | -0.4% |
| 3Y | +15.6% | +106.0% | -90.4% | -33.1% |
| 5Y | -67.5% | +97.7% | -165.1% | -78.3% |
| All | -35.7% | +191.3% | -226.9% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling