+504.9%
ABBV vs LYV
+564.6%
-59.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.3% | -1.9% | +2.2% | +0.5% |
| 30D | +3.4% | -8.2% | +11.6% | +4.5% |
| 3M | +15.2% | -1.3% | +16.5% | +15.3% |
| 6M | +14.7% | +2.6% | +12.1% | +14.0% |
| YTD | +15.2% | +19.4% | -4.2% | +12.0% |
| 1Y | +20.4% | -2.2% | +22.6% | +20.0% |
| 3Y | +91.3% | +106.0% | -14.7% | +70.6% |
| 5Y | +189.6% | +97.7% | +91.9% | +151.2% |
| All | +504.9% | +564.6% | -59.8% | +292.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling