+1,403.2%
NOC vs LYV
+1,446.8%
-43.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.8% | -1.9% | +2.7% | +1.1% |
| 30D | -9.7% | -8.2% | -1.5% | -8.6% |
| 3M | -5.6% | -1.3% | -4.4% | -5.6% |
| 6M | -28.6% | +2.6% | -31.2% | -29.1% |
| YTD | -7.9% | +19.4% | -27.3% | -10.8% |
| 1Y | -9.5% | -2.2% | -7.3% | -9.9% |
| 3Y | +28.4% | +106.0% | -77.7% | +12.1% |
| 5Y | +59.0% | +97.7% | -38.7% | +35.5% |
| 10Y | +191.3% | +560.5% | -369.3% | +91.0% |
| All | +1,403.2% | +1,446.8% | -43.7% | +695.6% |
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 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