+19.8%
SNPS vs LYV
+93.4%
-73.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +0.9% | -1.9% | +2.8% | +1.7% |
| 30D | -3.6% | -8.2% | +4.6% | -0.3% |
| 3M | -12.9% | -1.3% | -11.6% | -13.0% |
| 6M | -8.2% | +2.6% | -10.8% | -10.2% |
| YTD | -15.4% | +19.4% | -34.8% | -22.7% |
| 1Y | -9.3% | -2.2% | -7.0% | -10.3% |
| 3Y | -14.0% | +106.0% | -120.0% | -39.6% |
| All | +19.8% | +93.4% | -73.5% | -11.1% |
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