+982.1%
NI vs LYV
+1,446.8%
-464.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | 0.0% | -1.9% | +2.0% | +0.4% |
| 30D | -1.4% | -8.2% | +6.8% | -0.1% |
| 3M | -10.6% | -1.3% | -9.3% | -10.5% |
| 6M | -9.3% | +2.6% | -11.9% | -10.1% |
| YTD | +1.1% | +19.4% | -18.3% | -2.2% |
| 1Y | +3.4% | -2.2% | +5.6% | +2.9% |
| 3Y | +67.9% | +106.0% | -38.2% | +46.6% |
| 5Y | +98.0% | +97.7% | +0.3% | +69.1% |
| 10Y | +143.6% | +560.5% | -417.0% | +60.2% |
| All | +982.1% | +1,446.8% | -464.7% | +483.5% |
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