+6.5%
LYV vs EQNR
+85.2%
-78.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.3% |
| 7D | -4.5% | +1.7% | -6.2% | -4.4% |
| 30D | -5.5% | +11.5% | -16.9% | -5.1% |
| 3M | +7.8% | +12.9% | -5.1% | +8.1% |
| 6M | +9.4% | +36.0% | -26.6% | +6.2% |
| YTD | +21.8% | +84.1% | -62.4% | +10.0% |
| 1Y | +6.5% | +83.8% | -77.3% | -3.5% |
| All | +6.5% | +85.2% | -78.8% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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