-7.3%
LHX vs EQNR
+84.5%
-91.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -6.4% | -13.9% | +7.5% | -5.4% |
| 30D | +11.2% | +0.9% | +10.3% | +11.3% |
| 3M | -9.8% | +7.4% | -17.3% | -10.2% |
| 6M | -13.2% | +12.6% | -25.9% | -14.1% |
| YTD | -10.4% | +83.7% | -94.1% | -22.0% |
| 1Y | -7.3% | +83.3% | -90.6% | -19.0% |
| All | -7.3% | +84.5% | -91.8% | -19.0% |
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 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