+90.9%
LYV vs APD
+22.2%
+68.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -1.9% | -3.3% | +1.3% | -0.8% |
| 30D | -8.2% | -4.2% | -4.0% | -6.9% |
| 3M | -1.3% | +5.4% | -6.7% | -3.3% |
| 6M | +2.6% | +6.3% | -3.7% | -0.1% |
| YTD | +19.4% | +20.3% | -0.9% | +10.6% |
| 1Y | -2.2% | +1.6% | -3.8% | -3.8% |
| 3Y | +106.0% | +4.0% | +102.0% | +97.2% |
| All | +90.9% | +22.2% | +68.7% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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