+75.8%
NSC vs LYV
+109.3%
-33.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.4% | -4.2% | +2.8% | -0.3% |
| 30D | -3.4% | -7.2% | +3.9% | -1.5% |
| 3M | +5.1% | +1.5% | +3.5% | +4.3% |
| 6M | +9.2% | +2.7% | +6.5% | +7.7% |
| YTD | +13.4% | +19.4% | -5.9% | +6.6% |
| 1Y | +20.8% | -0.5% | +21.3% | +20.1% |
| All | +75.8% | +109.3% | -33.5% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling