Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LITE vs EQNR✓SelectedUSD · EQNRLITE vs EQNR performance historyLatest closeAs of+11.04%09/08
Stock and ETF performance explorer

LITE vs EQNR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,656.1%
EQNR return
+390.9%
Excess return
+5,265.2%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEQNRExcessAlpha
1D+11.0%+3.1%+8.0%+10.2%
7D+12.6%-1.9%+14.5%+13.2%
30D+9.9%+12.6%-2.6%+6.5%
3M+9.3%+16.5%-7.2%+4.2%
6M+75.2%+31.8%+43.5%+60.4%
YTD+165.5%+89.8%+75.7%+118.5%
1Y+555.0%+87.6%+467.4%+438.0%
3Y+1,870.5%+70.1%+1,800.4%+1,537.1%
5Y+1,009.8%+181.1%+828.7%+652.5%
10Y+2,502.5%+370.9%+2,131.6%+1,356.7%
All+5,656.1%+390.9%+5,265.2%+2,777.5%

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 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