-10.3%
APA vs LYV
+1,446.2%
-1,456.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +0.8% | -4.2% | +5.0% | +2.4% |
| 30D | +9.6% | -7.2% | +16.9% | +12.5% |
| 3M | +18.0% | +1.5% | +16.5% | +16.7% |
| 6M | +41.9% | +2.7% | +39.1% | +38.1% |
| YTD | +86.3% | +19.4% | +67.0% | +71.1% |
| 1Y | +97.9% | -0.5% | +98.3% | +93.2% |
| 3Y | +12.8% | +110.1% | -97.3% | -17.9% |
| 5Y | +177.2% | +97.6% | +79.6% | +98.9% |
| 10Y | -3.3% | +560.2% | -563.6% | -51.8% |
| All | -10.3% | +1,446.2% | -1,456.5% | -68.5% |
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