+431.5%
APLD vs LYV
+55.9%
+375.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.1% |
| 7D | -0.5% | -4.2% | +3.7% | +3.5% |
| 30D | -13.2% | -7.2% | -5.9% | -6.6% |
| 3M | -33.8% | +1.5% | -35.3% | -36.0% |
| 6M | -5.9% | +2.7% | -8.7% | -10.2% |
| YTD | +5.1% | +19.4% | -14.2% | -14.0% |
| 1Y | +51.8% | -0.5% | +52.3% | +46.3% |
| 3Y | +397.7% | +110.1% | +287.6% | +96.4% |
| All | +431.5% | +55.9% | +375.7% | +182.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling