+2,647.8%
LLY vs EQNR
+2,040.5%
+607.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -3.2% | +5.7% | -8.9% | -4.1% |
| 30D | -7.4% | +11.3% | -18.7% | -9.1% |
| 3M | -1.0% | +21.5% | -22.5% | -4.5% |
| 6M | +12.5% | +41.8% | -29.3% | +4.9% |
| YTD | +5.0% | +97.3% | -92.3% | -7.8% |
| 1Y | +49.8% | +89.9% | -40.2% | +32.0% |
| 3Y | +95.5% | +76.9% | +18.6% | +71.9% |
| 5Y | +390.7% | +189.2% | +201.5% | +280.6% |
| 10Y | +1,578.5% | +419.0% | +1,159.5% | +998.4% |
| All | +2,647.8% | +2,040.5% | +607.3% | +1,409.4% |
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