+681.4%
NFLX vs LYV
+564.6%
+116.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -1.1% | -1.9% | +0.8% | -0.5% |
| 30D | +4.3% | -8.2% | +12.5% | +7.0% |
| 3M | -4.8% | -1.3% | -3.5% | -4.4% |
| 6M | -18.4% | +2.6% | -21.0% | -19.3% |
| YTD | -17.4% | +19.4% | -36.9% | -22.1% |
| 1Y | -35.7% | -2.2% | -33.4% | -35.9% |
| 3Y | +73.8% | +106.0% | -32.3% | +37.0% |
| 5Y | +29.3% | +97.7% | -68.4% | +3.0% |
| All | +681.4% | +564.6% | +116.8% | +304.6% |
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