+5,454.1%
LII vs EQNR
+2,025.8%
+3,428.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -6.3% | +6.4% | -12.7% | -7.8% |
| 30D | -13.0% | +10.4% | -23.4% | -15.4% |
| 3M | -29.0% | +23.1% | -52.1% | -33.8% |
| 6M | -27.7% | +36.3% | -63.9% | -35.4% |
| YTD | -24.2% | +96.0% | -120.2% | -39.2% |
| 1Y | -34.8% | +94.2% | -129.0% | -47.8% |
| 3Y | -4.2% | +75.3% | -79.5% | -23.0% |
| 5Y | +20.9% | +187.2% | -166.3% | -20.8% |
| 10Y | +164.4% | +415.5% | -251.1% | +30.8% |
| All | +5,454.1% | +2,025.8% | +3,428.2% | +1,500.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling