+292.6%
USB vs LYV
+1,537.8%
-1,245.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -0.5% | -1.6% | +1.1% | 0.0% |
| 30D | +5.7% | +6.2% | -0.5% | +3.6% |
| 3M | -4.7% | -1.7% | -3.0% | -4.3% |
| 6M | +13.4% | +10.5% | +2.9% | +9.2% |
| YTD | +17.0% | +26.4% | -9.4% | +6.9% |
| 1Y | +32.4% | +27.0% | +5.4% | +20.6% |
| 3Y | +101.7% | +105.9% | -4.2% | +54.6% |
| 5Y | +24.4% | +57.7% | -33.3% | +0.3% |
| 10Y | +83.6% | +530.8% | -447.2% | -12.7% |
| All | +292.6% | +1,537.8% | -1,245.2% | +19.6% |
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 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