+27.2%
LYV vs NTRS
+37.5%
-10.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.4% |
| 7D | -1.5% | +2.1% | -3.6% | -1.7% |
| 30D | +2.6% | +2.7% | -0.1% | +2.2% |
| 3M | -3.6% | -5.7% | +2.2% | -3.1% |
| 6M | +4.4% | +6.8% | -2.4% | +2.6% |
| YTD | +23.0% | +28.4% | -5.4% | +11.4% |
| 1Y | +27.2% | +37.5% | -10.3% | +9.8% |
| All | +27.2% | +37.5% | -10.3% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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