+14.2%
LQD vs EQNR
+72.8%
-58.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -1.1% | +6.4% | -7.5% | -1.0% |
| 30D | -1.3% | +10.4% | -11.6% | -1.2% |
| 3M | -3.2% | +23.1% | -26.3% | -2.9% |
| 6M | -2.1% | +36.3% | -38.4% | -2.1% |
| YTD | -2.4% | +96.0% | -98.3% | -3.0% |
| 1Y | -2.7% | +94.2% | -96.9% | -3.3% |
| 3Y | +14.2% | +75.3% | -61.1% | +12.2% |
| All | +14.2% | +72.8% | -58.6% | +12.2% |
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