+1,258.4%
NET vs LYV
+156.9%
+1,101.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.1% | -7.2% | -7.9% |
| 7D | -21.2% | +1.9% | -23.1% | -21.8% |
| 30D | -31.1% | +5.5% | -36.6% | -32.6% |
| 3M | -16.5% | -1.2% | -15.3% | -16.3% |
| 6M | 0.0% | +15.3% | -15.2% | -5.8% |
| YTD | +24.0% | +27.2% | -3.2% | +11.4% |
| 1Y | +7.0% | +34.5% | -27.5% | -6.1% |
| 3Y | +279.6% | +112.3% | +167.2% | +176.1% |
| 5Y | +24.0% | +46.4% | -22.5% | -2.2% |
| All | +1,258.4% | +156.9% | +1,101.4% | +1,014.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling