+15,014.5%
AAPL vs LYV
+1,446.8%
+13,567.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.8% | -1.9% | +5.8% | +4.3% |
| 30D | +9.9% | -8.2% | +18.1% | +12.1% |
| 3M | +12.5% | -1.3% | +13.8% | +12.7% |
| 6M | +27.6% | +2.6% | +25.0% | +26.2% |
| YTD | +22.6% | +19.4% | +3.2% | +16.4% |
| 1Y | +45.0% | -2.2% | +47.2% | +43.9% |
| 3Y | +87.8% | +106.0% | -18.3% | +54.3% |
| 5Y | +128.7% | +97.7% | +31.0% | +85.7% |
| 10Y | +1,308.9% | +560.5% | +748.3% | +711.9% |
| All | +15,014.5% | +1,446.8% | +13,567.6% | +7,026.8% |
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