+43.8%
LUNR vs EQNR
+141.7%
-97.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.3% |
| 7D | -6.3% | +5.8% | -12.1% | -5.8% |
| 30D | -27.0% | +9.2% | -36.2% | -26.4% |
| 3M | -47.9% | +24.3% | -72.2% | -46.7% |
| 6M | -21.1% | +28.9% | -50.0% | -19.4% |
| YTD | -14.5% | +94.8% | -109.3% | -10.0% |
| 1Y | +58.1% | +92.6% | -34.5% | +66.2% |
| 3Y | +224.3% | +70.7% | +153.6% | +237.3% |
| All | +43.8% | +141.7% | -97.9% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling