+17.6%
ABNB vs LYV
+144.7%
-127.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -6.5% | -1.9% | -4.5% | -5.4% |
| 30D | -5.5% | -8.2% | +2.7% | -0.7% |
| 3M | +30.0% | -1.3% | +31.3% | +30.5% |
| 6M | +27.6% | +2.6% | +25.0% | +24.0% |
| YTD | +25.4% | +19.4% | +6.0% | +10.3% |
| 1Y | +38.3% | -2.2% | +40.6% | +36.3% |
| 3Y | +15.5% | +106.0% | -90.5% | -32.0% |
| 5Y | +3.0% | +97.7% | -94.6% | -33.7% |
| All | +17.6% | +144.7% | -127.1% | -29.3% |
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