-92.0%
SNAP vs LYV
+93.4%
-185.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +3.8% | -1.9% | +5.8% | +5.3% |
| 30D | +9.2% | -8.2% | +17.4% | +16.4% |
| 3M | +6.6% | -1.3% | +7.8% | +7.9% |
| 6M | +16.9% | +2.6% | +14.3% | +13.8% |
| YTD | -29.6% | +19.4% | -49.0% | -39.0% |
| 1Y | -22.1% | -2.2% | -19.8% | -22.7% |
| 3Y | -39.8% | +106.0% | -145.9% | -68.0% |
| All | -92.0% | +93.4% | -185.4% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling