-46.5%
APLD vs LYV
+25.0%
-71.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.1% | -8.1% |
| 7D | -18.5% | +6.2% | -24.7% | -21.4% |
| 30D | -32.8% | +7.3% | -40.1% | -35.5% |
| 3M | -46.9% | -0.3% | -46.6% | -46.8% |
| 6M | -53.4% | +16.2% | -69.6% | -58.1% |
| YTD | -32.3% | +28.5% | -60.8% | -43.5% |
| 1Y | -46.5% | +21.5% | -68.0% | -56.3% |
| All | -46.5% | +25.0% | -71.5% | -56.3% |
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