-10.8%
NVTS vs LYV
+25.0%
-35.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +8.4% |
| 7D | -0.3% | +6.2% | -6.5% | -1.8% |
| 30D | -24.4% | +7.3% | -31.7% | -25.6% |
| 3M | -26.5% | -0.3% | -26.2% | -26.5% |
| 6M | -41.4% | +16.2% | -57.6% | -45.1% |
| YTD | +30.7% | +28.5% | +2.1% | +16.1% |
| 1Y | -10.8% | +21.5% | -32.3% | -19.5% |
| All | -10.8% | +25.0% | -35.8% | -19.5% |
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 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