+1,149.0%
ABBV vs LYV
+1,715.2%
-566.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -2.0% | -4.2% | +2.2% | -1.3% |
| 30D | +2.0% | -7.2% | +9.2% | +3.1% |
| 3M | +14.2% | +1.5% | +12.6% | +13.8% |
| 6M | +14.1% | +2.7% | +11.3% | +13.2% |
| YTD | +14.2% | +19.4% | -5.1% | +10.5% |
| 1Y | +24.2% | -0.5% | +24.7% | +23.4% |
| 3Y | +89.8% | +110.1% | -20.3% | +64.8% |
| 5Y | +187.2% | +97.6% | +89.6% | +142.4% |
| 10Y | +506.7% | +560.2% | -53.5% | +248.7% |
| All | +1,149.0% | +1,715.2% | -566.1% | +568.1% |
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 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