+20.6%
NXPI vs LYV
+93.4%
-72.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.4% | +4.5% |
| 7D | +3.9% | -1.9% | +5.8% | +4.8% |
| 30D | +1.4% | -8.2% | +9.6% | +5.3% |
| 3M | -21.5% | -1.3% | -20.3% | -21.6% |
| 6M | +19.4% | +2.6% | +16.8% | +16.5% |
| YTD | +9.9% | +19.4% | -9.5% | -0.8% |
| 1Y | +7.9% | -2.2% | +10.1% | +6.6% |
| 3Y | +22.7% | +106.0% | -83.4% | -16.6% |
| All | +20.6% | +93.4% | -72.8% | -11.7% |
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