-2.2%
LYV vs NVS
+10.8%
-13.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.9% | -14.3% | +12.3% | +1.2% |
| 30D | -8.2% | -10.0% | +1.8% | -6.4% |
| 3M | -1.3% | -10.9% | +9.6% | +0.9% |
| 6M | +2.6% | -12.0% | +14.6% | +4.6% |
| YTD | +19.4% | +2.5% | +16.9% | +17.8% |
| 1Y | -2.2% | +10.7% | -12.9% | -4.6% |
| All | -2.2% | +10.8% | -13.1% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling