+332.2%
APP vs LYV
+93.4%
+238.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.1% | -1.9% | +3.0% | +2.5% |
| 30D | +6.6% | -8.2% | +14.8% | +13.3% |
| 3M | -32.3% | -1.3% | -31.0% | -32.1% |
| 6M | -29.8% | +2.6% | -32.4% | -32.7% |
| YTD | -51.9% | +19.4% | -71.3% | -59.4% |
| 1Y | -43.3% | -2.2% | -41.0% | -44.7% |
| 3Y | +664.1% | +106.0% | +558.0% | +316.0% |
| All | +332.2% | +93.4% | +238.8% | +171.6% |
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 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