+68.1%
NTAP vs LYV
+25.0%
+43.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.7% |
| 7D | -16.1% | +6.2% | -22.3% | -16.1% |
| 30D | -15.9% | +7.3% | -23.3% | -16.0% |
| 3M | -1.2% | -0.3% | -1.0% | -1.1% |
| 6M | +70.1% | +16.2% | +53.8% | +68.9% |
| YTD | +77.9% | +28.5% | +49.4% | +75.7% |
| 1Y | +68.1% | +21.5% | +46.6% | +65.1% |
| All | +68.1% | +25.0% | +43.2% | +65.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling