+4,292.1%
URI vs LYV
+1,449.5%
+2,842.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.3% |
| 7D | +2.5% | -3.8% | +6.3% | +4.3% |
| 30D | -12.5% | -5.7% | -6.9% | -10.3% |
| 3M | -6.2% | +6.9% | -13.1% | -9.5% |
| 6M | +25.9% | +9.2% | +16.7% | +19.3% |
| YTD | +26.2% | +19.6% | +6.6% | +14.1% |
| 1Y | +5.5% | +0.6% | +4.9% | +2.6% |
| 3Y | +125.0% | +110.6% | +14.4% | +53.4% |
| 5Y | +210.4% | +96.6% | +113.8% | +108.1% |
| 10Y | +1,157.2% | +546.4% | +610.8% | +358.0% |
| All | +4,292.1% | +1,449.5% | +2,842.5% | +862.9% |
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