-35.9%
APP vs LYV
+6.6%
-42.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.5% | +2.7% |
| 7D | +0.9% | -4.5% | +5.4% | +1.9% |
| 30D | -23.3% | -5.5% | -17.8% | -22.3% |
| 3M | -42.6% | +7.8% | -50.4% | -43.6% |
| 6M | -33.6% | +9.4% | -43.0% | -35.5% |
| YTD | -52.4% | +21.8% | -74.2% | -55.4% |
| 1Y | -35.9% | +6.5% | -42.3% | -33.6% |
| All | -35.9% | +6.6% | -42.5% | -33.6% |
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