-74.7%
NKE vs LYV
+93.4%
-168.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | -1.9% | -2.2% | -3.6% |
| 30D | -8.2% | -8.2% | 0.0% | -5.8% |
| 3M | -19.1% | -1.3% | -17.8% | -18.9% |
| 6M | -32.6% | +2.6% | -35.2% | -33.5% |
| YTD | -40.7% | +19.4% | -60.1% | -44.3% |
| 1Y | -48.9% | -2.2% | -46.6% | -49.1% |
| 3Y | -59.2% | +106.0% | -165.3% | -68.7% |
| All | -74.7% | +93.4% | -168.1% | -79.7% |
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