+483.7%
APLD vs LYV
+56.2%
+427.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.1% | +9.1% |
| 7D | +16.6% | -3.8% | +20.4% | +20.8% |
| 30D | -3.1% | -5.7% | +2.5% | +2.4% |
| 3M | -30.9% | +6.9% | -37.7% | -36.8% |
| 6M | +12.6% | +9.2% | +3.4% | +1.2% |
| YTD | +15.5% | +19.6% | -4.2% | -5.8% |
| 1Y | +103.5% | +0.6% | +102.9% | +94.0% |
| 3Y | +446.5% | +110.6% | +335.9% | +115.2% |
| All | +483.7% | +56.2% | +427.5% | +209.3% |
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 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