+1,381.0%
NET vs LYV
+159.7%
+1,221.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.5% |
| 7D | -16.4% | +6.2% | -22.6% | -18.4% |
| 30D | -25.8% | +7.3% | -33.2% | -28.0% |
| 3M | -11.5% | -0.3% | -11.2% | -11.7% |
| 6M | +18.9% | +16.2% | +2.7% | +11.6% |
| YTD | +35.2% | +28.5% | +6.7% | +21.0% |
| 1Y | +14.5% | +21.5% | -7.1% | +4.3% |
| 3Y | +313.8% | +114.6% | +199.2% | +199.6% |
| 5Y | +32.6% | +70.4% | -37.8% | +3.4% |
| All | +1,381.0% | +159.7% | +1,221.3% | +1,109.7% |
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 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