+1,468.2%
LYV vs NVS
+516.0%
+952.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.2% |
| 7D | -1.9% | -14.3% | +12.3% | +7.1% |
| 30D | -8.2% | -10.0% | +1.8% | -3.2% |
| 3M | -1.3% | -10.9% | +9.6% | +4.4% |
| 6M | +2.6% | -12.0% | +14.6% | +9.0% |
| YTD | +19.4% | +2.5% | +16.9% | +14.4% |
| 1Y | -2.2% | +10.7% | -12.9% | -11.5% |
| 3Y | +106.0% | +53.3% | +52.7% | +43.8% |
| 5Y | +97.7% | +93.6% | +4.1% | +13.8% |
| 10Y | +560.5% | +180.6% | +380.0% | +177.5% |
| All | +1,468.2% | +516.0% | +952.2% | +279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling