+112.5%
NET vs LYV
+101.7%
+10.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -0.2% |
| 7D | -7.0% | -4.5% | -2.5% | -3.7% |
| 30D | -4.8% | -5.5% | +0.7% | -1.0% |
| 3M | +3.8% | +7.8% | -3.9% | -3.1% |
| 6M | +50.0% | +9.4% | +40.7% | +36.9% |
| YTD | +41.5% | +21.8% | +19.7% | +17.0% |
| 1Y | +32.8% | +6.5% | +26.4% | +20.9% |
| 3Y | +335.9% | +106.4% | +229.5% | +107.0% |
| All | +112.5% | +101.7% | +10.7% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling