-55.4%
APP vs LYV
+25.0%
-80.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +10.0% |
| 7D | +4.5% | +6.2% | -1.7% | +2.8% |
| 30D | -3.6% | +7.3% | -11.0% | -5.4% |
| 3M | -35.3% | -0.3% | -35.0% | -35.4% |
| 6M | -42.8% | +16.2% | -59.0% | -44.7% |
| YTD | -59.7% | +28.5% | -88.2% | -62.7% |
| 1Y | -55.4% | +21.5% | -76.9% | -58.9% |
| All | -55.4% | +25.0% | -80.3% | -58.9% |
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