+394.8%
APLD vs LYV
+109.3%
+285.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.1% |
| 7D | -0.5% | -4.2% | +3.7% | +2.5% |
| 30D | -13.2% | -7.2% | -5.9% | -8.2% |
| 3M | -33.8% | +1.5% | -35.3% | -35.5% |
| 6M | -5.9% | +2.7% | -8.7% | -9.0% |
| YTD | +5.1% | +19.4% | -14.2% | -9.5% |
| 1Y | +51.8% | -0.5% | +52.3% | +48.9% |
| All | +394.8% | +109.3% | +285.5% | +175.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling