-56.5%
LUMN vs EQNR
+416.8%
-473.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +2.5% | +6.4% | -3.9% | +0.7% |
| 30D | +10.3% | +10.4% | 0.0% | +7.1% |
| 3M | -18.3% | +23.1% | -41.3% | -23.6% |
| 6M | +4.4% | +36.3% | -31.9% | -7.7% |
| YTD | -10.7% | +96.0% | -106.7% | -30.8% |
| 1Y | +14.0% | +94.2% | -80.3% | -11.8% |
| 3Y | +406.6% | +75.3% | +331.3% | +297.9% |
| 5Y | -36.8% | +187.2% | -224.0% | -61.2% |
| All | -56.5% | +416.8% | -473.3% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling