-71.0%
LCID vs EQNR
+85.2%
-156.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +1.6% |
| 7D | -6.6% | +1.7% | -8.3% | -6.5% |
| 30D | -30.1% | +11.5% | -41.6% | -29.7% |
| 3M | -17.6% | +12.9% | -30.5% | -15.7% |
| 6M | -54.4% | +36.0% | -90.4% | -56.6% |
| YTD | -55.7% | +84.1% | -139.8% | -62.0% |
| 1Y | -71.0% | +83.8% | -154.8% | -74.6% |
| All | -71.0% | +85.2% | -156.3% | -74.6% |
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