+140.3%
LYV vs ABCL
-81.2%
+221.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -3.8% | +1.4% | -5.2% | -3.9% |
| 30D | -5.7% | +65.1% | -70.7% | -10.2% |
| 3M | +6.9% | +111.1% | -104.2% | -0.9% |
| 6M | +9.2% | +231.6% | -222.4% | -3.3% |
| YTD | +19.6% | +234.5% | -214.9% | +5.1% |
| 1Y | +0.6% | +174.3% | -173.7% | -10.8% |
| 3Y | +110.6% | +111.5% | -0.9% | +83.7% |
| 5Y | +96.6% | -37.3% | +133.9% | +75.1% |
| All | +140.3% | -81.2% | +221.6% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling