+306.0%
USB vs LYV
+1,477.3%
-1,171.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.1% |
| 6M | +18.8% | +9.4% | +9.5% | +14.3% |
| YTD | +21.0% | +21.8% | -0.7% | +12.0% |
| 1Y | +34.0% | +6.5% | +27.6% | +28.8% |
| 3Y | +95.3% | +106.4% | -11.1% | +49.6% |
| 5Y | +40.4% | +101.6% | -61.2% | +3.5% |
| 10Y | +107.3% | +540.9% | -433.6% | -1.9% |
| All | +306.0% | +1,477.3% | -1,171.2% | +25.3% |
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 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