-2.2%
LYV vs ABCL
+152.1%
-154.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.2% |
| 7D | -1.9% | -4.7% | +2.8% | -1.7% |
| 30D | -8.2% | +5.2% | -13.4% | -8.6% |
| 3M | -1.3% | +106.6% | -107.9% | -5.6% |
| 6M | +2.6% | +198.4% | -195.8% | -4.1% |
| YTD | +19.4% | +218.4% | -199.0% | +10.1% |
| 1Y | -2.2% | +136.2% | -138.5% | -9.4% |
| All | -2.2% | +152.1% | -154.3% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling