-4.2%
LII vs EQNR
+72.8%
-77.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | -6.3% | +6.4% | -12.7% | -5.9% |
| 30D | -13.0% | +10.4% | -23.4% | -12.5% |
| 3M | -29.0% | +23.1% | -52.1% | -28.1% |
| 6M | -27.7% | +36.3% | -63.9% | -28.1% |
| YTD | -24.2% | +96.0% | -120.2% | -27.7% |
| 1Y | -34.8% | +94.2% | -129.0% | -37.8% |
| 3Y | -4.2% | +75.3% | -79.5% | -10.4% |
| All | -4.2% | +72.8% | -77.0% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling