+6.5%
LYV vs NVDX
+34.6%
-28.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.7% | -2.3% |
| 7D | -4.5% | +11.6% | -16.1% | -5.0% |
| 30D | -5.5% | +7.5% | -13.0% | -5.9% |
| 3M | +7.8% | +2.1% | +5.6% | +7.7% |
| 6M | +9.4% | +35.5% | -26.2% | +5.8% |
| YTD | +21.8% | +24.1% | -2.4% | +17.6% |
| 1Y | +6.5% | +33.0% | -26.5% | +2.8% |
| All | +6.5% | +34.6% | -28.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 1y: compounded portfolio wealth divided by compounded NVDX 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…
1y analysis · Full analysis span regression · 6 months rolling