+32.9%
URI vs LYV
+25.0%
+7.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -4.8% |
| 7D | -4.3% | +6.2% | -10.5% | -5.3% |
| 30D | +4.6% | +7.3% | -2.7% | +3.4% |
| 3M | -2.1% | -0.3% | -1.8% | -2.2% |
| 6M | +21.9% | +16.2% | +5.7% | +18.2% |
| YTD | +39.7% | +28.5% | +11.1% | +34.0% |
| 1Y | +32.9% | +21.5% | +11.3% | +28.5% |
| All | +32.9% | +25.0% | +7.9% | +28.5% |
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 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