+57.6%
LIN vs EQNR
+185.3%
-127.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -4.3% | +5.7% | -10.0% | -4.8% |
| 30D | -5.6% | +11.3% | -16.9% | -6.5% |
| 3M | -9.0% | +21.5% | -30.5% | -10.9% |
| 6M | -2.5% | +41.8% | -44.3% | -6.4% |
| YTD | +9.3% | +97.3% | -88.0% | +1.0% |
| 1Y | -1.0% | +89.9% | -90.9% | -8.3% |
| 3Y | +24.0% | +76.9% | -52.8% | +14.7% |
| All | +57.6% | +185.3% | -127.8% | +40.6% |
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