+46.5%
LNT vs EQNR
+72.8%
-26.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -1.0% | +6.4% | -7.5% | -1.3% |
| 30D | -4.2% | +10.4% | -14.6% | -4.7% |
| 3M | -6.7% | +23.1% | -29.8% | -7.7% |
| 6M | -3.6% | +36.3% | -39.9% | -5.7% |
| YTD | +5.9% | +96.0% | -90.1% | +0.3% |
| 1Y | +7.3% | +94.2% | -87.0% | +1.6% |
| 3Y | +46.5% | +75.3% | -28.8% | +37.1% |
| All | +46.5% | +72.8% | -26.3% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling