+72.2%
LSCC vs EQNR
+87.7%
-15.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.6% |
| 7D | -5.7% | +2.7% | -8.3% | -5.2% |
| 30D | -17.7% | +10.0% | -27.6% | -16.3% |
| 3M | -26.5% | +13.5% | -40.0% | -23.9% |
| 6M | +21.6% | +39.2% | -17.7% | +20.0% |
| YTD | +54.4% | +86.6% | -32.2% | +47.9% |
| All | +72.2% | +87.7% | -15.5% | +65.8% |
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 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