+48.5%
LLY vs EQNR
+93.1%
-44.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -2.9% | +6.4% | -9.4% | -2.5% |
| 30D | -8.4% | +10.4% | -18.8% | -7.8% |
| 3M | -3.8% | +23.1% | -26.8% | -2.4% |
| 6M | +11.9% | +36.3% | -24.3% | +14.4% |
| YTD | +4.3% | +96.0% | -91.7% | +7.8% |
| 1Y | +48.5% | +94.2% | -45.8% | +53.9% |
| All | +48.5% | +93.1% | -44.6% | +53.9% |
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