+248.8%
NBIS vs LYV
+6.6%
+242.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.2% | +9.7% | +8.2% |
| 7D | +8.2% | -4.5% | +12.7% | +9.7% |
| 30D | +3.4% | -5.5% | +8.8% | +5.4% |
| 3M | -12.8% | +7.8% | -20.6% | -15.8% |
| 6M | +131.5% | +9.4% | +122.2% | +123.0% |
| YTD | +170.5% | +21.8% | +148.7% | +155.3% |
| 1Y | +248.8% | +6.5% | +242.3% | +223.4% |
| All | +248.8% | +6.6% | +242.2% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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