+228.4%
UNH vs LYV
+564.6%
-336.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.5% | -1.9% | -2.6% | -4.2% |
| 30D | -6.5% | -8.2% | +1.7% | -5.2% |
| 3M | -6.0% | -1.3% | -4.7% | -5.9% |
| 6M | +33.7% | +2.6% | +31.1% | +32.6% |
| YTD | +16.4% | +19.4% | -3.0% | +12.3% |
| 1Y | +10.1% | -2.2% | +12.3% | +9.7% |
| 3Y | -16.3% | +106.0% | -122.3% | -28.4% |
| 5Y | +2.1% | +97.7% | -95.6% | -15.2% |
| All | +228.4% | +564.6% | -336.3% | +98.1% |
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