+44.2%
ABNB vs LYV
+25.0%
+19.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.2% | +5.1% |
| 7D | +6.2% | +6.2% | 0.0% | +4.8% |
| 30D | +7.5% | +7.3% | +0.2% | +5.8% |
| 3M | +17.6% | -0.3% | +17.9% | +17.5% |
| 6M | +27.0% | +16.2% | +10.8% | +23.3% |
| YTD | +30.0% | +28.5% | +1.4% | +24.5% |
| 1Y | +44.2% | +21.5% | +22.6% | +38.9% |
| All | +44.2% | +25.0% | +19.2% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling