+24.0%
UNH vs LYV
+26.7%
-2.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.3% | -3.1% |
| 7D | -3.7% | +1.9% | -5.6% | -4.1% |
| 30D | +5.2% | +5.5% | -0.3% | +4.0% |
| 3M | -3.5% | -1.2% | -2.3% | -3.4% |
| 6M | +10.0% | +15.3% | -5.2% | +6.7% |
| YTD | +22.2% | +27.2% | -4.9% | +14.0% |
| 1Y | +24.0% | +34.5% | -10.5% | +13.2% |
| All | +24.0% | +26.7% | -2.8% | +13.2% |
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 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