+480.9%
LDOS vs EQNR
+397.2%
+83.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.1% | -6.0% | -3.5% |
| 7D | -7.1% | -1.9% | -5.2% | -6.8% |
| 30D | -6.1% | +12.6% | -18.6% | -8.5% |
| 3M | +5.6% | +16.5% | -10.9% | +1.6% |
| 6M | -26.9% | +31.8% | -58.7% | -32.1% |
| YTD | -27.9% | +89.8% | -117.7% | -38.5% |
| 1Y | -26.8% | +87.6% | -114.4% | -37.5% |
| 3Y | +39.6% | +70.1% | -30.5% | +19.4% |
| 5Y | +39.4% | +181.1% | -141.8% | +2.7% |
| 10Y | +260.0% | +370.9% | -110.9% | +121.6% |
| All | +480.9% | +397.2% | +83.8% | +225.4% |
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 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