-77.8%
SNAP vs LYV
+490.4%
-568.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | +0.2% |
| 7D | +1.5% | -3.8% | +5.3% | +3.6% |
| 30D | +1.9% | -5.7% | +7.5% | +5.2% |
| 3M | -3.9% | +6.9% | -10.8% | -6.9% |
| 6M | +5.2% | +9.2% | -3.9% | +0.1% |
| YTD | -32.7% | +19.6% | -52.3% | -39.1% |
| 1Y | -24.8% | +0.6% | -25.4% | -26.2% |
| 3Y | -42.2% | +110.6% | -152.8% | -61.6% |
| 5Y | -92.7% | +96.6% | -189.3% | -94.8% |
| All | -77.8% | +490.4% | -568.2% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling