+30.8%
USB vs LYV
-0.5%
+31.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.1% | -5.3% | +4.3% | -0.7% |
| 30D | -3.2% | -7.9% | +4.7% | -2.7% |
| 3M | +11.8% | +4.5% | +7.3% | +11.3% |
| 6M | +21.4% | +2.5% | +18.9% | +20.6% |
| YTD | +18.6% | +19.3% | -0.7% | +16.7% |
| 1Y | +30.8% | -0.2% | +31.0% | +25.6% |
| All | +30.8% | -0.5% | +31.3% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling