+777.1%
NTAP vs LYV
+1,446.2%
-669.0%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.0% | -4.2% | +3.2% | +0.2% |
| 30D | -7.5% | -7.2% | -0.3% | -5.7% |
| 3M | +14.6% | +1.5% | +13.1% | +13.7% |
| 6M | +91.0% | +2.7% | +88.3% | +88.0% |
| YTD | +73.7% | +19.4% | +54.3% | +63.4% |
| 1Y | +51.2% | -0.5% | +51.7% | +48.9% |
| 3Y | +146.1% | +110.1% | +36.0% | +93.7% |
| 5Y | +122.8% | +97.6% | +25.3% | +72.0% |
| 10Y | +585.5% | +560.2% | +25.2% | +255.8% |
| All | +777.1% | +1,446.2% | -669.0% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling