+54.0%
UNP vs LYV
+93.4%
-39.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.8% | -1.9% | +0.1% | -1.4% |
| 30D | -2.7% | -8.2% | +5.5% | -1.1% |
| 3M | +6.5% | -1.3% | +7.8% | +6.6% |
| 6M | +14.4% | +2.6% | +11.8% | +13.3% |
| YTD | +24.8% | +19.4% | +5.4% | +19.5% |
| 1Y | +34.4% | -2.2% | +36.7% | +33.9% |
| 3Y | +43.6% | +106.0% | -62.5% | +21.6% |
| All | +54.0% | +93.4% | -39.4% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling