+121.6%
URI vs LYV
+109.3%
+12.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -3.9% | -3.9% |
| 7D | -0.5% | -4.2% | +3.7% | +1.3% |
| 30D | -13.4% | -7.2% | -6.1% | -10.7% |
| 3M | -6.2% | +1.5% | -7.7% | -7.4% |
| 6M | +28.0% | +2.7% | +25.2% | +25.0% |
| YTD | +23.0% | +19.4% | +3.6% | +11.0% |
| 1Y | +5.5% | -0.5% | +6.0% | +4.6% |
| All | +121.6% | +109.3% | +12.3% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling