+57.3%
LLY vs EQNR
+89.2%
-31.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.2% | +6.8% | +0.1% |
| 7D | +10.1% | -10.2% | +20.3% | +9.1% |
| 30D | +24.0% | +1.1% | +23.0% | +24.3% |
| 3M | +27.3% | +10.3% | +16.9% | +28.5% |
| 6M | +47.0% | +5.7% | +41.3% | +47.2% |
| YTD | +32.6% | +87.2% | -54.6% | +43.1% |
| 1Y | +57.3% | +87.4% | -30.1% | +69.9% |
| All | +57.3% | +89.2% | -31.9% | +69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling