+103.2%
USB vs LYV
+116.3%
-13.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.5% |
| 7D | +1.4% | -4.5% | +5.9% | +3.0% |
| 30D | -1.3% | -5.5% | +4.2% | +0.4% |
| 3M | +15.2% | +7.8% | +7.5% | +11.8% |
| 6M | +18.8% | +9.4% | +9.5% | +13.9% |
| YTD | +21.0% | +21.8% | -0.7% | +10.7% |
| 1Y | +34.0% | +6.5% | +27.6% | +29.2% |
| All | +103.2% | +116.3% | -13.1% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling