+29.6%
SNOW vs LYV
+188.8%
-159.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -2.4% | -1.9% | -0.5% | -1.4% |
| 30D | -1.0% | -8.2% | +7.2% | +3.3% |
| 3M | +36.9% | -1.3% | +38.1% | +37.4% |
| 6M | +83.4% | +2.6% | +80.7% | +78.6% |
| YTD | +50.0% | +19.4% | +30.6% | +33.9% |
| 1Y | +46.5% | -2.2% | +48.8% | +44.4% |
| 3Y | +93.3% | +106.0% | -12.7% | +21.7% |
| 5Y | +3.3% | +97.7% | -94.4% | -26.5% |
| All | +29.6% | +188.8% | -159.2% | -1.3% |
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