+21.0%
LUMN vs EQNR
+95.0%
-74.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.7% | +3.1% |
| 7D | 0.0% | +3.8% | -3.8% | +0.5% |
| 30D | +2.6% | +11.4% | -8.9% | +4.1% |
| 3M | -19.6% | +24.8% | -44.4% | -16.2% |
| 6M | +2.7% | +42.3% | -39.6% | +3.4% |
| YTD | -12.4% | +97.9% | -110.2% | -18.0% |
| 1Y | +21.0% | +95.9% | -75.0% | +13.6% |
| All | +21.0% | +95.0% | -74.1% | +13.6% |
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