-3.7%
APA vs LYV
+564.6%
-568.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.6% | -1.9% | +6.5% | +5.6% |
| 30D | +11.9% | -8.2% | +20.1% | +16.7% |
| 3M | +22.5% | -1.3% | +23.7% | +22.3% |
| 6M | +37.5% | +2.6% | +34.9% | +32.1% |
| YTD | +87.2% | +19.4% | +67.7% | +64.7% |
| 1Y | +101.4% | -2.2% | +103.7% | +96.1% |
| 3Y | +16.9% | +106.0% | -89.1% | -27.6% |
| 5Y | +178.4% | +97.7% | +80.8% | +60.3% |
| All | -3.7% | +564.6% | -568.3% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling