+22.2%
LQD vs EQNR
+416.8%
-394.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -1.1% | +6.4% | -7.5% | -1.2% |
| 30D | -1.3% | +10.4% | -11.6% | -1.5% |
| 3M | -3.2% | +23.1% | -26.3% | -3.6% |
| 6M | -2.1% | +36.3% | -38.4% | -2.9% |
| YTD | -2.4% | +96.0% | -98.3% | -4.2% |
| 1Y | -2.7% | +94.2% | -96.9% | -4.5% |
| 3Y | +14.2% | +75.3% | -61.1% | +12.1% |
| 5Y | -5.8% | +187.2% | -193.0% | -9.5% |
| All | +22.2% | +416.8% | -394.7% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling