+107.2%
APA vs LYV
+25.0%
+82.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.4% | -9.3% | -6.8% |
| 7D | -13.0% | +6.2% | -19.1% | -12.8% |
| 30D | +2.0% | +7.3% | -5.4% | +2.2% |
| 3M | +24.9% | -0.3% | +25.2% | +25.1% |
| 6M | +7.2% | +16.2% | -9.1% | +6.7% |
| YTD | +87.1% | +28.5% | +58.5% | +79.5% |
| 1Y | +107.2% | +21.5% | +85.7% | +103.6% |
| All | +107.2% | +25.0% | +82.2% | +103.6% |
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