+1,358.2%
NEE vs LYV
+1,446.8%
-88.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | -1.9% | +0.6% | -1.1% |
| 30D | -3.3% | -8.2% | +4.9% | -2.3% |
| 3M | -2.3% | -1.3% | -1.0% | -2.2% |
| 6M | -8.9% | +2.6% | -11.5% | -9.4% |
| YTD | +4.8% | +19.4% | -14.6% | +2.0% |
| 1Y | +18.7% | -2.2% | +21.0% | +18.3% |
| 3Y | +33.2% | +106.0% | -72.8% | +19.0% |
| 5Y | +10.9% | +97.7% | -86.8% | -2.3% |
| 10Y | +251.8% | +560.5% | -308.7% | +151.7% |
| All | +1,358.2% | +1,446.8% | -88.6% | +814.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling