-32.5%
NVDL vs LYV
+26.7%
-59.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -1.1% | -17.5% | -18.3% |
| 7D | -28.8% | +1.9% | -30.7% | -29.1% |
| 30D | -44.0% | +5.5% | -49.5% | -44.9% |
| 3M | -35.6% | -1.2% | -34.4% | -35.4% |
| 6M | -25.3% | +15.3% | -40.6% | -30.9% |
| YTD | -23.3% | +27.2% | -50.5% | -33.7% |
| 1Y | -32.5% | +34.5% | -67.0% | -42.2% |
| All | -32.5% | +26.7% | -59.2% | -42.2% |
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 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