+43.6%
LUV vs EQNR
+84.5%
-40.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.7% |
| 7D | +4.8% | -13.9% | +18.6% | -2.7% |
| 30D | +6.5% | +0.9% | +5.6% | +7.8% |
| 3M | -4.9% | +7.4% | -12.3% | +0.4% |
| 6M | +8.1% | +12.6% | -4.5% | +18.8% |
| YTD | +9.0% | +83.7% | -74.7% | +36.9% |
| 1Y | +43.6% | +83.3% | -39.7% | +81.8% |
| All | +43.6% | +84.5% | -40.9% | +81.8% |
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