+364.1%
LIN vs EQNR
+416.8%
-52.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -2.4% | +6.4% | -8.8% | -3.8% |
| 30D | -2.4% | +10.4% | -12.8% | -4.7% |
| 3M | -9.3% | +23.1% | -32.3% | -14.0% |
| 6M | -2.6% | +36.3% | -38.8% | -10.7% |
| YTD | +10.4% | +96.0% | -85.6% | -8.0% |
| 1Y | -2.3% | +94.2% | -96.5% | -18.6% |
| 3Y | +24.4% | +75.3% | -50.8% | +4.1% |
| 5Y | +60.7% | +187.2% | -126.5% | +9.1% |
| All | +364.1% | +416.8% | -52.7% | +149.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling