+378.5%
APP vs LYV
+106.4%
+272.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -1.5% |
| 7D | +0.1% | -3.8% | +3.9% | +2.7% |
| 30D | -10.0% | -5.7% | -4.4% | -6.6% |
| 3M | -44.6% | +6.9% | -51.5% | -47.6% |
| 6M | -37.9% | +9.2% | -47.0% | -42.8% |
| YTD | -53.7% | +19.6% | -73.3% | -60.4% |
| 1Y | -43.0% | +0.6% | -43.6% | -45.4% |
| 3Y | +640.8% | +110.6% | +530.2% | +321.0% |
| 5Y | +358.8% | +96.6% | +262.2% | +196.4% |
| All | +378.5% | +106.4% | +272.2% | +201.5% |
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