+69.6%
LSCC vs EQNR
+89.2%
-19.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.2% | +7.5% | -0.3% |
| 7D | +3.0% | -10.2% | +13.2% | +0.3% |
| 30D | -19.3% | +1.1% | -20.3% | -18.9% |
| 3M | -22.3% | +10.3% | -32.6% | -20.3% |
| 6M | -14.6% | +5.7% | -20.2% | -11.8% |
| YTD | +45.8% | +87.2% | -41.5% | +47.0% |
| 1Y | +69.6% | +87.4% | -17.8% | +73.3% |
| All | +69.6% | +89.2% | -19.6% | +73.3% |
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