+958.6%
LITE vs EQNR
+183.4%
+775.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +5.2% | +6.4% | -1.2% | +4.3% |
| 30D | -0.6% | +10.4% | -10.9% | -2.0% |
| 3M | +4.2% | +23.1% | -18.9% | +0.8% |
| 6M | +38.0% | +36.3% | +1.7% | +30.8% |
| YTD | +151.5% | +96.0% | +55.5% | +123.8% |
| 1Y | +462.2% | +94.2% | +368.0% | +399.2% |
| 3Y | +1,810.6% | +75.3% | +1,735.4% | +1,607.5% |
| All | +958.6% | +183.4% | +775.2% | +838.5% |
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