-22.7%
LEN vs EQNR
+86.3%
-109.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.8% |
| 7D | +7.2% | -10.6% | +17.8% | +4.0% |
| 30D | +19.1% | -1.1% | +20.2% | +18.9% |
| 3M | +4.9% | +12.6% | -7.8% | +9.2% |
| 6M | +7.6% | +4.9% | +2.7% | +11.5% |
| YTD | -8.9% | +86.1% | -95.0% | -10.3% |
| 1Y | -22.7% | +87.5% | -110.2% | -23.3% |
| All | -22.7% | +86.3% | -109.0% | -23.3% |
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