+97.6%
LYV vs ABCL
-47.0%
+144.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +0.6% |
| 7D | -4.2% | -9.6% | +5.4% | -3.2% |
| 30D | -7.2% | +7.2% | -14.4% | -8.1% |
| 3M | +1.5% | +105.5% | -104.0% | -6.9% |
| 6M | +2.7% | +193.0% | -190.2% | -10.1% |
| YTD | +19.4% | +205.8% | -186.5% | +3.1% |
| 1Y | -0.5% | +144.4% | -144.9% | -12.9% |
| 3Y | +110.1% | +93.3% | +16.8% | +80.4% |
| 5Y | +97.6% | -44.9% | +142.5% | +55.5% |
| All | +97.6% | -47.0% | +144.5% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling