+1,842.6%
UMC vs LYV
+564.6%
+1,277.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +9.0% | -1.9% | +10.9% | +9.5% |
| 30D | +17.2% | -8.2% | +25.4% | +19.7% |
| 3M | +11.4% | -1.3% | +12.7% | +11.3% |
| 6M | +137.5% | +2.6% | +134.9% | +134.5% |
| YTD | +193.1% | +19.4% | +173.7% | +177.4% |
| 1Y | +240.3% | -2.2% | +242.5% | +237.6% |
| 3Y | +262.2% | +106.0% | +156.2% | +191.2% |
| 5Y | +143.1% | +97.7% | +45.5% | +95.0% |
| All | +1,842.6% | +564.6% | +1,277.9% | +1,244.6% |
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