+1,468.2%
LYV vs NLY
+478.9%
+989.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -1.9% | -4.0% | +2.1% | +0.2% |
| 30D | -8.2% | -5.2% | -3.0% | -5.5% |
| 3M | -1.3% | +2.8% | -4.1% | -2.9% |
| 6M | +2.6% | +4.2% | -1.6% | 0.0% |
| YTD | +19.4% | +4.7% | +14.7% | +15.8% |
| 1Y | -2.2% | +12.7% | -15.0% | -9.2% |
| 3Y | +106.0% | +62.5% | +43.5% | +54.5% |
| 5Y | +97.7% | +26.3% | +71.3% | +66.7% |
| 10Y | +560.5% | +81.0% | +479.6% | +338.1% |
| All | +1,468.2% | +478.9% | +989.3% | +511.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling