+2,107.1%
UNP vs LYV
+1,446.8%
+660.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.8% | -1.9% | +0.1% | -1.3% |
| 30D | -2.7% | -8.2% | +5.5% | -0.6% |
| 3M | +6.5% | -1.3% | +7.8% | +6.6% |
| 6M | +14.4% | +2.6% | +11.8% | +12.9% |
| YTD | +24.8% | +19.4% | +5.4% | +18.0% |
| 1Y | +34.4% | -2.2% | +36.7% | +33.6% |
| 3Y | +43.6% | +106.0% | -62.5% | +15.1% |
| 5Y | +53.2% | +97.7% | -44.4% | +19.0% |
| 10Y | +282.1% | +560.5% | -278.5% | +98.4% |
| All | +2,107.1% | +1,446.8% | +660.3% | +711.2% |
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 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