+271.0%
NEM vs LYV
+1,446.8%
-1,175.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.0% | -1.9% | +0.9% | -0.8% |
| 30D | +7.8% | -8.2% | +16.0% | +8.7% |
| 3M | +30.2% | -1.3% | +31.5% | +30.3% |
| 6M | +9.6% | +2.6% | +7.0% | +9.3% |
| YTD | +27.8% | +19.4% | +8.4% | +25.9% |
| 1Y | +60.7% | -2.2% | +62.9% | +60.6% |
| 3Y | +245.3% | +106.0% | +139.3% | +223.2% |
| 5Y | +155.3% | +97.7% | +57.7% | +136.0% |
| 10Y | +313.2% | +560.5% | -247.4% | +225.7% |
| All | +271.0% | +1,446.8% | -1,175.8% | +153.3% |
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