+9.5%
SNOW vs LYV
+25.0%
-15.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.9% |
| 7D | -14.5% | +6.2% | -20.7% | -15.5% |
| 30D | -14.3% | +7.3% | -21.6% | -15.4% |
| 3M | -8.3% | -0.3% | -8.0% | -8.3% |
| 6M | +101.5% | +16.2% | +85.3% | +96.8% |
| YTD | +32.5% | +28.5% | +3.9% | +26.5% |
| 1Y | +9.5% | +21.5% | -12.0% | +5.7% |
| All | +9.5% | +25.0% | -15.5% | +5.7% |
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