+111.4%
LYV vs NVDX
+772.1%
-660.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -1.9% | -10.2% | +8.3% | -1.1% |
| 30D | -8.2% | -7.3% | -0.9% | -7.8% |
| 3M | -1.3% | +5.5% | -6.8% | -2.3% |
| 6M | +2.6% | +18.3% | -15.7% | -0.1% |
| YTD | +19.4% | +11.4% | +8.0% | +16.4% |
| 1Y | -2.2% | +12.7% | -14.9% | -5.4% |
| All | +111.4% | +772.1% | -660.8% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling