+90.9%
LYV vs NVMI
+261.9%
-171.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.3% |
| 7D | -1.9% | -0.1% | -1.9% | -1.9% |
| 30D | -8.2% | -8.4% | +0.2% | -6.6% |
| 3M | -1.3% | -33.6% | +32.3% | +6.7% |
| 6M | +2.6% | -14.7% | +17.3% | +3.0% |
| YTD | +19.4% | +13.2% | +6.2% | +10.2% |
| 1Y | -2.2% | +29.0% | -31.3% | -14.3% |
| 3Y | +106.0% | +215.0% | -108.9% | +18.8% |
| All | +90.9% | +261.9% | -171.0% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 5y: compounded portfolio wealth divided by compounded NVMI 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…
5y analysis · Full analysis span regression · 6 months rolling