+889.8%
NVDA vs LYV
+93.4%
+796.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -5.1% | -1.9% | -3.2% | -4.1% |
| 30D | -2.5% | -8.2% | +5.7% | +2.1% |
| 3M | +6.7% | -1.3% | +7.9% | +6.4% |
| 6M | +17.6% | +2.6% | +15.0% | +13.9% |
| YTD | +17.3% | +19.4% | -2.1% | +2.8% |
| 1Y | +23.5% | -2.2% | +25.8% | +21.3% |
| 3Y | +384.6% | +106.0% | +278.6% | +183.3% |
| All | +889.8% | +93.4% | +796.4% | +556.5% |
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