+28.6%
LH vs EQNR
+183.4%
-154.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | -4.7% | +6.4% | -11.1% | -4.9% |
| 30D | -3.5% | +10.4% | -13.8% | -3.9% |
| 3M | +17.7% | +23.1% | -5.4% | +16.5% |
| 6M | +15.8% | +36.3% | -20.5% | +13.4% |
| YTD | +25.1% | +96.0% | -70.9% | +19.0% |
| 1Y | +12.5% | +94.2% | -81.7% | +7.1% |
| 3Y | +59.8% | +75.3% | -15.5% | +52.0% |
| All | +28.6% | +183.4% | -154.8% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling