+18.6%
LNG vs EQNR
+93.1%
-74.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -4.7% | +6.4% | -11.1% | -7.3% |
| 30D | +3.8% | +10.4% | -6.5% | -0.7% |
| 3M | +16.2% | +23.1% | -6.9% | +5.8% |
| 6M | +11.7% | +36.3% | -24.6% | -2.7% |
| YTD | +44.2% | +96.0% | -51.8% | +11.8% |
| 1Y | +18.6% | +94.2% | -75.7% | -8.1% |
| All | +18.6% | +93.1% | -74.5% | -8.1% |
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