-18.6%
NRG vs LYV
+6.6%
-25.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.2% | +8.7% | +6.7% |
| 7D | +7.1% | -4.5% | +11.6% | +7.7% |
| 30D | -1.4% | -5.5% | +4.0% | -0.7% |
| 3M | -10.5% | +7.8% | -18.2% | -11.4% |
| 6M | -26.7% | +9.4% | -36.1% | -27.9% |
| YTD | -24.5% | +21.8% | -46.3% | -25.5% |
| 1Y | -18.6% | +6.5% | -25.0% | -20.6% |
| All | -18.6% | +6.6% | -25.2% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling