+106.0%
LYV vs NLY
+64.2%
+41.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.9% | -4.0% | +2.1% | -0.1% |
| 30D | -8.2% | -5.2% | -3.0% | -5.9% |
| 3M | -1.3% | +2.8% | -4.1% | -2.7% |
| 6M | +2.6% | +4.2% | -1.6% | +0.2% |
| YTD | +19.4% | +4.7% | +14.7% | +16.1% |
| 1Y | -2.2% | +12.7% | -15.0% | -8.4% |
| 3Y | +106.0% | +62.5% | +43.5% | +57.3% |
| All | +106.0% | +64.2% | +41.9% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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