-79.4%
LCID vs EQNR
+89.2%
-168.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -6.2% | +17.8% | +10.5% |
| 7D | -1.2% | -10.2% | +9.0% | -2.6% |
| 30D | -19.2% | +1.1% | -20.2% | -19.0% |
| 3M | -56.7% | +10.3% | -67.0% | -56.4% |
| 6M | -49.6% | +5.7% | -55.3% | -47.3% |
| YTD | -68.1% | +87.2% | -155.3% | -76.1% |
| 1Y | -79.4% | +87.4% | -166.8% | -84.3% |
| All | -79.4% | +89.2% | -168.6% | -84.3% |
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