-31.2%
LDOS vs EQNR
+89.2%
-120.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.2% | +6.9% | +1.0% |
| 7D | -2.8% | -10.2% | +7.4% | -2.3% |
| 30D | +13.6% | +1.1% | +12.5% | +13.3% |
| 3M | +4.2% | +10.3% | -6.1% | +3.2% |
| 6M | -8.2% | +5.7% | -13.9% | -9.3% |
| YTD | -24.1% | +87.2% | -111.3% | -29.9% |
| 1Y | -31.2% | +87.4% | -118.6% | -36.4% |
| All | -31.2% | +89.2% | -120.4% | -36.4% |
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 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