+2.6%
NOW vs LYV
+93.3%
-90.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -9.9% | -4.2% | -5.7% | -8.0% |
| 30D | +2.8% | -7.2% | +10.1% | +6.6% |
| 3M | +23.7% | +1.5% | +22.1% | +22.6% |
| 6M | +12.5% | +2.7% | +9.7% | +10.0% |
| YTD | -14.4% | +19.4% | -33.7% | -22.8% |
| 1Y | -29.0% | -0.5% | -28.5% | -30.2% |
| 3Y | +9.3% | +110.1% | -100.8% | -30.1% |
| All | +2.6% | +93.3% | -90.6% | -26.6% |
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 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