+179.2%
LH vs EQNR
+416.8%
-237.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | -4.7% | +6.4% | -11.1% | -5.8% |
| 30D | -3.5% | +10.4% | -13.8% | -5.3% |
| 3M | +17.7% | +23.1% | -5.4% | +12.6% |
| 6M | +15.8% | +36.3% | -20.5% | +7.4% |
| YTD | +25.1% | +96.0% | -70.9% | +6.9% |
| 1Y | +12.5% | +94.2% | -81.7% | -3.9% |
| 3Y | +59.8% | +75.3% | -15.5% | +36.9% |
| 5Y | +27.1% | +187.2% | -160.1% | -9.9% |
| All | +179.2% | +416.8% | -237.6% | +51.0% |
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