+54.5%
USAR vs LYV
+79.6%
-25.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -11.6% | -1.9% | -9.7% | -11.4% |
| 30D | -15.5% | -8.2% | -7.3% | -14.3% |
| 3M | -31.0% | -1.3% | -29.8% | -31.0% |
| 6M | -26.2% | +2.6% | -28.8% | -27.0% |
| YTD | +30.8% | +19.4% | +11.4% | +27.9% |
| 1Y | +7.1% | -2.2% | +9.3% | +3.2% |
| 3Y | +53.0% | +106.0% | -53.0% | +51.7% |
| All | +54.5% | +79.6% | -25.1% | +53.4% |
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