+105.9%
USB vs LYV
+564.4%
-458.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.8% | -4.2% | +2.4% | -0.3% |
| 30D | -2.9% | -7.2% | +4.3% | -0.4% |
| 3M | +10.8% | +1.5% | +9.3% | +9.8% |
| 6M | +22.4% | +2.7% | +19.7% | +20.1% |
| YTD | +19.2% | +19.4% | -0.2% | +10.2% |
| 1Y | +31.9% | -0.5% | +32.4% | +29.6% |
| 3Y | +97.5% | +110.1% | -12.7% | +46.0% |
| 5Y | +40.0% | +97.6% | -57.6% | -0.4% |
| All | +105.9% | +564.4% | -458.5% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling