-17.4%
LUNR vs EQNR
+86.3%
-103.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -0.6% | -12.6% | -13.2% |
| 7D | -26.2% | -10.6% | -15.6% | -26.4% |
| 30D | -42.8% | -1.1% | -41.7% | -42.6% |
| 3M | -38.4% | +12.6% | -51.0% | -38.1% |
| 6M | -65.2% | +4.9% | -70.2% | -64.7% |
| YTD | -46.9% | +86.1% | -133.0% | -63.2% |
| 1Y | -17.4% | +87.5% | -105.0% | -42.6% |
| All | -17.4% | +86.3% | -103.7% | -42.6% |
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