+549.4%
LYV vs NTRA
+3,199.2%
-2,649.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.1% |
| 7D | -1.9% | +0.2% | -2.2% | -2.0% |
| 30D | -8.2% | +4.1% | -12.3% | -8.9% |
| 3M | -1.3% | +50.0% | -51.3% | -9.0% |
| 6M | +2.6% | +67.3% | -64.7% | -7.9% |
| YTD | +19.4% | +43.6% | -24.2% | +9.8% |
| 1Y | -2.2% | +89.2% | -91.5% | -14.9% |
| 3Y | +106.0% | +502.5% | -396.5% | +40.5% |
| 5Y | +97.7% | +173.8% | -76.1% | +44.2% |
| All | +549.4% | +3,199.2% | -2,649.8% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling