+32.6%
NET vs LYV
+73.5%
-40.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -4.4% |
| 7D | -16.4% | +6.2% | -22.6% | -20.3% |
| 30D | -25.8% | +7.3% | -33.2% | -30.0% |
| 3M | -11.5% | -0.3% | -11.2% | -12.0% |
| 6M | +18.9% | +16.2% | +2.7% | +4.2% |
| YTD | +35.2% | +28.5% | +6.7% | +6.5% |
| 1Y | +14.5% | +21.5% | -7.1% | -6.6% |
| 3Y | +313.8% | +114.6% | +199.2% | +86.4% |
| 5Y | +32.6% | +70.4% | -37.8% | -21.7% |
| All | +32.6% | +73.5% | -40.9% | -21.7% |
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