+106.0%
LYV vs NTR
+36.8%
+69.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.9% | -1.3% | -0.6% | -1.8% |
| 30D | -8.2% | +16.8% | -25.0% | -10.1% |
| 3M | -1.3% | +20.7% | -22.0% | -3.8% |
| 6M | +2.6% | +0.5% | +2.1% | +2.2% |
| YTD | +19.4% | +29.2% | -9.8% | +13.7% |
| 1Y | -2.2% | +39.6% | -41.8% | -8.2% |
| 3Y | +106.0% | +37.9% | +68.2% | +94.6% |
| All | +106.0% | +36.8% | +69.3% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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