+581.4%
NRG vs LYV
+1,446.8%
-865.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.7% | -1.9% | -2.7% | -4.2% |
| 30D | -6.0% | -8.2% | +2.2% | -3.9% |
| 3M | -8.0% | -1.3% | -6.7% | -7.9% |
| 6M | -23.2% | +2.6% | -25.8% | -24.1% |
| YTD | -28.1% | +19.4% | -47.5% | -31.8% |
| 1Y | -27.3% | -2.2% | -25.0% | -27.8% |
| 3Y | +208.7% | +106.0% | +102.6% | +151.8% |
| 5Y | +197.7% | +97.7% | +100.0% | +136.7% |
| 10Y | +1,103.3% | +560.5% | +542.8% | +568.2% |
| All | +581.4% | +1,446.8% | -865.4% | +189.4% |
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 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