+2,342.8%
NVO vs LYV
+1,446.8%
+896.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.1% |
| 7D | -7.6% | -1.9% | -5.6% | -7.3% |
| 30D | -6.0% | -8.2% | +2.2% | -4.8% |
| 3M | -0.8% | -1.3% | +0.5% | -0.6% |
| 6M | +16.5% | +2.6% | +13.9% | +15.9% |
| YTD | -11.1% | +19.4% | -30.5% | -13.4% |
| 1Y | -16.7% | -2.2% | -14.5% | -16.7% |
| 3Y | -52.9% | +106.0% | -159.0% | -58.0% |
| 5Y | -3.0% | +97.7% | -100.6% | -14.8% |
| 10Y | +147.1% | +560.5% | -413.5% | +71.3% |
| All | +2,342.8% | +1,446.8% | +896.0% | +1,233.6% |
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 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