-95.7%
LCID vs EQNR
+326.3%
-422.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.1% |
| 7D | -9.8% | +6.4% | -16.3% | -10.8% |
| 30D | -35.5% | +10.4% | -45.8% | -36.7% |
| 3M | -18.4% | +23.1% | -41.5% | -21.8% |
| 6M | -60.5% | +36.3% | -96.8% | -63.5% |
| YTD | -60.1% | +96.0% | -156.0% | -66.3% |
| 1Y | -78.8% | +94.2% | -173.0% | -82.1% |
| 3Y | -92.8% | +75.3% | -168.0% | -93.9% |
| 5Y | -97.9% | +187.2% | -285.1% | -98.2% |
| All | -95.7% | +326.3% | -422.1% | -96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling