-22.8%
SNAP vs LYV
+6.6%
-29.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.1% |
| 7D | +0.7% | -4.5% | +5.2% | +2.6% |
| 30D | +2.6% | -5.5% | +8.1% | +5.2% |
| 3M | -9.9% | +7.8% | -17.6% | -11.2% |
| 6M | +1.9% | +9.4% | -7.5% | -1.3% |
| YTD | -32.2% | +21.8% | -54.0% | -36.0% |
| 1Y | -22.8% | +6.5% | -29.3% | -28.4% |
| All | -22.8% | +6.6% | -29.5% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling