+789.1%
NOW vs LYV
+564.6%
+224.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.2% | -1.9% | -4.2% | -5.5% |
| 30D | +6.1% | -8.2% | +14.3% | +9.4% |
| 3M | +28.6% | -1.3% | +29.8% | +29.2% |
| 6M | +14.6% | +2.6% | +12.0% | +12.9% |
| YTD | -13.5% | +19.4% | -32.9% | -19.7% |
| 1Y | -29.4% | -2.2% | -27.1% | -29.8% |
| 3Y | +9.4% | +106.0% | -96.7% | -18.4% |
| 5Y | +2.3% | +97.7% | -95.4% | -22.6% |
| All | +789.1% | +564.6% | +224.5% | +305.4% |
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