+84.0%
APLD vs LYV
+6.6%
+77.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +3.0% |
| 7D | +4.1% | -4.5% | +8.6% | +6.6% |
| 30D | -11.7% | -5.5% | -6.3% | -8.9% |
| 3M | -40.3% | +7.8% | -48.0% | -43.7% |
| 6M | -8.0% | +9.4% | -17.3% | -13.4% |
| YTD | +7.5% | +21.8% | -14.2% | -4.6% |
| 1Y | +84.0% | +6.5% | +77.6% | +63.0% |
| All | +84.0% | +6.6% | +77.4% | +63.0% |
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 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