+3.3%
SNOW vs LYV
+93.4%
-90.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -2.4% | -1.9% | -0.5% | -1.2% |
| 30D | -1.0% | -8.2% | +7.2% | +4.2% |
| 3M | +36.9% | -1.3% | +38.1% | +37.4% |
| 6M | +83.4% | +2.6% | +80.7% | +77.3% |
| YTD | +50.0% | +19.4% | +30.6% | +30.1% |
| 1Y | +46.5% | -2.2% | +48.8% | +43.8% |
| 3Y | +93.3% | +106.0% | -12.7% | +4.4% |
| All | +3.3% | +93.4% | -90.0% | -31.5% |
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