+139.9%
LYV vs ABCL
-82.1%
+222.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.3% |
| 7D | -1.9% | -4.7% | +2.8% | -1.6% |
| 30D | -8.2% | +5.2% | -13.4% | -8.8% |
| 3M | -1.3% | +106.6% | -107.9% | -8.3% |
| 6M | +2.6% | +198.4% | -195.8% | -8.3% |
| YTD | +19.4% | +218.4% | -199.0% | +5.4% |
| 1Y | -2.2% | +136.2% | -138.5% | -12.2% |
| 3Y | +106.0% | +103.2% | +2.9% | +80.3% |
| 5Y | +97.7% | -42.7% | +140.3% | +76.9% |
| All | +139.9% | -82.1% | +222.0% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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