+133.7%
LTH vs EQNR
+160.8%
-27.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -3.7% | +5.7% | -9.5% | -3.9% |
| 30D | -5.3% | +11.3% | -16.6% | -5.7% |
| 3M | +24.2% | +21.5% | +2.7% | +23.1% |
| 6M | +54.8% | +41.8% | +13.0% | +50.2% |
| YTD | +56.1% | +97.3% | -41.3% | +45.2% |
| 1Y | +45.5% | +89.9% | -44.4% | +35.9% |
| 3Y | +155.9% | +76.9% | +79.0% | +138.2% |
| All | +133.7% | +160.8% | -27.1% | +113.3% |
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 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