+43.4%
NVTS vs LYV
+109.4%
-66.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.4% | -1.9% | +0.5% | -0.3% |
| 30D | -16.5% | -8.2% | -8.3% | -12.2% |
| 3M | -47.6% | -1.3% | -46.4% | -48.0% |
| 6M | +7.3% | +2.6% | +4.7% | +2.8% |
| YTD | +62.9% | +19.4% | +43.5% | +38.0% |
| 1Y | +91.3% | -2.2% | +93.5% | +89.0% |
| 3Y | +43.4% | +106.0% | -62.6% | -26.8% |
| All | +43.4% | +109.4% | -66.0% | -26.8% |
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