+138.6%
NOK vs LYV
+564.6%
-426.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +11.0% | -1.9% | +12.9% | +11.5% |
| 30D | +7.8% | -8.2% | +16.0% | +10.2% |
| 3M | -21.0% | -1.3% | -19.7% | -21.1% |
| 6M | +40.9% | +2.6% | +38.3% | +39.1% |
| YTD | +72.0% | +19.4% | +52.6% | +62.8% |
| 1Y | +140.9% | -2.2% | +143.2% | +139.3% |
| 3Y | +194.3% | +106.0% | +88.2% | +133.5% |
| 5Y | +112.5% | +97.7% | +14.9% | +65.7% |
| All | +138.6% | +564.6% | -426.1% | +15.3% |
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