+262.2%
UMC vs LYV
+109.4%
+152.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +9.0% | -1.9% | +10.9% | +9.4% |
| 30D | +17.2% | -8.2% | +25.4% | +19.3% |
| 3M | +11.4% | -1.3% | +12.7% | +11.1% |
| 6M | +137.5% | +2.6% | +134.9% | +134.2% |
| YTD | +193.1% | +19.4% | +173.7% | +178.5% |
| 1Y | +240.3% | -2.2% | +242.5% | +243.9% |
| 3Y | +262.2% | +106.0% | +156.2% | +169.9% |
| All | +262.2% | +109.4% | +152.8% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling