+48.7%
LUNR vs EQNR
+143.1%
-94.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.9% |
| 7D | -3.1% | +6.4% | -9.5% | -2.6% |
| 30D | -15.3% | +10.4% | -25.7% | -14.6% |
| 3M | -53.2% | +23.1% | -76.3% | -52.2% |
| 6M | -22.2% | +36.3% | -58.5% | -20.2% |
| YTD | -11.6% | +96.0% | -107.6% | -6.9% |
| 1Y | +68.4% | +94.2% | -25.8% | +77.2% |
| 3Y | +216.8% | +75.3% | +141.5% | +231.0% |
| All | +48.7% | +143.1% | -94.4% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling