-95.8%
LCID vs EQNR
+329.3%
-425.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -9.1% | +5.7% | -14.9% | -10.0% |
| 30D | -37.6% | +11.3% | -48.9% | -38.9% |
| 3M | -11.1% | +21.5% | -32.6% | -14.6% |
| 6M | -59.2% | +41.8% | -101.0% | -62.6% |
| YTD | -60.5% | +97.3% | -157.8% | -66.7% |
| 1Y | -78.5% | +89.9% | -168.4% | -81.8% |
| 3Y | -92.8% | +76.9% | -169.7% | -93.9% |
| 5Y | -97.9% | +189.2% | -287.1% | -98.3% |
| All | -95.8% | +329.3% | -425.1% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling