+748.5%
ABT vs LYV
+1,446.8%
-698.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.9% | -1.9% | -4.0% | -5.7% |
| 30D | -8.1% | -8.2% | +0.1% | -7.1% |
| 3M | +14.5% | -1.3% | +15.8% | +14.7% |
| 6M | -6.3% | +2.6% | -8.9% | -6.8% |
| YTD | -17.1% | +19.4% | -36.5% | -19.2% |
| 1Y | -21.4% | -2.2% | -19.1% | -21.6% |
| 3Y | +5.9% | +106.0% | -100.1% | -4.5% |
| 5Y | -12.8% | +97.7% | -110.4% | -22.2% |
| 10Y | +200.1% | +560.5% | -360.4% | +123.3% |
| All | +748.5% | +1,446.8% | -698.3% | +479.3% |
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 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