+161.2%
UPS vs LYV
+1,446.8%
-1,285.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.0% | -1.9% | 0.0% | -1.6% |
| 30D | -2.0% | -8.2% | +6.2% | -0.3% |
| 3M | -6.2% | -1.3% | -5.0% | -6.1% |
| 6M | +2.8% | +2.6% | +0.2% | +1.9% |
| YTD | +5.9% | +19.4% | -13.5% | +1.7% |
| 1Y | +26.2% | -2.2% | +28.5% | +25.7% |
| 3Y | -26.0% | +106.0% | -132.0% | -36.9% |
| 5Y | -34.3% | +97.7% | -131.9% | -44.9% |
| 10Y | +37.5% | +560.5% | -523.0% | -14.5% |
| All | +161.2% | +1,446.8% | -1,285.6% | +24.5% |
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