+1,328.3%
LPLA vs EQNR
+400.1%
+928.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | -1.5% | +6.4% | -8.0% | -3.9% |
| 30D | -6.0% | +10.4% | -16.4% | -9.7% |
| 3M | +24.0% | +23.1% | +1.0% | +13.4% |
| 6M | +17.0% | +36.3% | -19.3% | +0.9% |
| YTD | -0.7% | +96.0% | -96.6% | -26.7% |
| 1Y | +2.1% | +94.2% | -92.1% | -24.8% |
| 3Y | +48.7% | +75.3% | -26.6% | +10.1% |
| 5Y | +151.2% | +187.2% | -36.0% | +40.3% |
| 10Y | +1,238.3% | +415.5% | +822.8% | +445.4% |
| All | +1,328.3% | +400.1% | +928.3% | +464.8% |
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