+256.9%
LDOS vs EQNR
+416.8%
-159.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -3.1% | +6.4% | -9.6% | -4.5% |
| 30D | -8.2% | +10.4% | -18.6% | -10.2% |
| 3M | +5.9% | +23.1% | -17.2% | +0.7% |
| 6M | -25.2% | +36.3% | -61.5% | -31.1% |
| YTD | -28.1% | +96.0% | -124.1% | -39.4% |
| 1Y | -29.7% | +94.2% | -123.9% | -40.7% |
| 3Y | +39.0% | +75.3% | -36.2% | +17.7% |
| 5Y | +41.3% | +187.2% | -145.9% | -0.3% |
| All | +256.9% | +416.8% | -159.9% | +99.0% |
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