-43.3%
APP vs LYV
-0.4%
-42.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.1% | -1.9% | +3.0% | +1.4% |
| 30D | +6.6% | -8.2% | +14.8% | +8.3% |
| 3M | -32.3% | -1.3% | -31.0% | -32.1% |
| 6M | -29.8% | +2.6% | -32.4% | -30.5% |
| YTD | -51.9% | +19.4% | -71.3% | -54.1% |
| 1Y | -43.3% | -2.2% | -41.0% | -46.1% |
| All | -43.3% | -0.4% | -42.9% | -46.1% |
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 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