+169.1%
NTAP vs LYV
+109.4%
+59.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +7.4% | -1.9% | +9.3% | +7.9% |
| 30D | -1.4% | -8.2% | +6.8% | +0.7% |
| 3M | +24.6% | -1.3% | +25.8% | +24.4% |
| 6M | +105.9% | +2.6% | +103.3% | +102.6% |
| YTD | +88.5% | +19.4% | +69.1% | +76.4% |
| 1Y | +62.1% | -2.2% | +64.3% | +62.5% |
| 3Y | +169.1% | +106.0% | +63.0% | +112.3% |
| All | +169.1% | +109.4% | +59.7% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling