+549.4%
LYV vs NVS
+179.5%
+369.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.9% | -14.3% | +12.3% | +4.5% |
| 30D | -8.2% | -10.0% | +1.8% | -4.6% |
| 3M | -1.3% | -10.9% | +9.6% | +2.8% |
| 6M | +2.6% | -12.0% | +14.6% | +7.3% |
| YTD | +19.4% | +2.5% | +16.9% | +15.8% |
| 1Y | -2.2% | +10.7% | -12.9% | -9.0% |
| 3Y | +106.0% | +53.3% | +52.7% | +57.0% |
| 5Y | +97.7% | +93.6% | +4.1% | +28.1% |
| All | +549.4% | +179.5% | +369.9% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling