+199.1%
URI vs LYV
+93.4%
+105.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.1% | -1.9% | -0.1% | -1.3% |
| 30D | -12.4% | -8.2% | -4.2% | -9.3% |
| 3M | -7.3% | -1.3% | -6.0% | -7.2% |
| 6M | +27.2% | +2.6% | +24.6% | +24.4% |
| YTD | +23.0% | +19.4% | +3.6% | +11.7% |
| 1Y | +3.9% | -2.2% | +6.2% | +3.0% |
| 3Y | +121.6% | +106.0% | +15.6% | +54.0% |
| All | +199.1% | +93.4% | +105.8% | +109.5% |
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 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