+1,150.9%
UMC vs LYV
+1,446.8%
-295.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +9.0% | -1.9% | +10.9% | +9.6% |
| 30D | +17.2% | -8.2% | +25.4% | +20.1% |
| 3M | +11.4% | -1.3% | +12.7% | +11.3% |
| 6M | +137.5% | +2.6% | +134.9% | +134.1% |
| YTD | +193.1% | +19.4% | +173.7% | +174.8% |
| 1Y | +240.3% | -2.2% | +242.5% | +236.2% |
| 3Y | +262.2% | +106.0% | +156.2% | +181.9% |
| 5Y | +143.1% | +97.7% | +45.5% | +86.8% |
| 10Y | +1,853.0% | +560.5% | +1,292.5% | +834.4% |
| All | +1,150.9% | +1,446.8% | -295.9% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling