+103.0%
LEN vs EQNR
+416.8%
-313.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | -4.8% | +6.4% | -11.2% | -6.1% |
| 30D | -6.6% | +10.4% | -16.9% | -8.7% |
| 3M | -15.7% | +23.1% | -38.8% | -20.2% |
| 6M | -16.6% | +36.3% | -52.9% | -24.5% |
| YTD | -21.3% | +96.0% | -117.3% | -35.9% |
| 1Y | -42.0% | +94.2% | -136.3% | -52.8% |
| 3Y | -27.9% | +75.3% | -103.2% | -41.0% |
| 5Y | -10.7% | +187.2% | -197.9% | -42.9% |
| All | +103.0% | +416.8% | -313.8% | -4.1% |
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