+1,468.2%
LYV vs NTRS
+476.5%
+991.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.6% |
| 7D | -1.9% | +1.4% | -3.3% | -2.8% |
| 30D | -8.2% | -0.7% | -7.5% | -7.9% |
| 3M | -1.3% | +11.3% | -12.6% | -8.2% |
| 6M | +2.6% | +35.5% | -32.9% | -16.1% |
| YTD | +19.4% | +40.6% | -21.2% | -5.4% |
| 1Y | -2.2% | +49.2% | -51.5% | -25.7% |
| 3Y | +106.0% | +167.2% | -61.2% | +5.5% |
| 5Y | +97.7% | +94.9% | +2.7% | +18.0% |
| 10Y | +560.5% | +259.5% | +301.1% | +151.4% |
| All | +1,468.2% | +476.5% | +991.7% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling