+90.9%
LYV vs EQNR
+183.4%
-92.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.9% | +6.4% | -8.4% | -2.8% |
| 30D | -8.2% | +10.4% | -18.5% | -9.6% |
| 3M | -1.3% | +23.1% | -24.4% | -4.6% |
| 6M | +2.6% | +36.3% | -33.7% | -3.8% |
| YTD | +19.4% | +96.0% | -76.6% | +3.5% |
| 1Y | -2.2% | +94.2% | -96.5% | -15.3% |
| 3Y | +106.0% | +75.3% | +30.8% | +79.6% |
| All | +90.9% | +183.4% | -92.4% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling