+21.1%
LII vs EQNR
+183.4%
-162.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | -6.3% | +6.4% | -12.7% | -6.2% |
| 30D | -13.0% | +10.4% | -23.4% | -12.9% |
| 3M | -29.0% | +23.1% | -52.1% | -29.0% |
| 6M | -27.7% | +36.3% | -63.9% | -28.5% |
| YTD | -24.2% | +96.0% | -120.2% | -27.2% |
| 1Y | -34.8% | +94.2% | -129.0% | -37.4% |
| 3Y | -4.2% | +75.3% | -79.5% | -8.1% |
| All | +21.1% | +183.4% | -162.2% | +15.3% |
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