-75.1%
LULU vs EQNR
+72.8%
-147.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.1% |
| 7D | -1.6% | +6.4% | -8.1% | -1.5% |
| 30D | -18.1% | +10.4% | -28.5% | -17.9% |
| 3M | -18.8% | +23.1% | -41.9% | -18.3% |
| 6M | -39.2% | +36.3% | -75.5% | -40.0% |
| YTD | -52.4% | +96.0% | -148.3% | -55.2% |
| 1Y | -40.3% | +94.2% | -134.5% | -43.8% |
| 3Y | -75.1% | +75.3% | -150.4% | -76.4% |
| All | -75.1% | +72.8% | -147.9% | -76.4% |
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