+17.5%
LUV vs EQNR
+416.8%
-399.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | -1.0% | +6.4% | -7.4% | -2.2% |
| 30D | -12.4% | +10.4% | -22.7% | -14.2% |
| 3M | -11.0% | +23.1% | -34.1% | -15.6% |
| 6M | -5.0% | +36.3% | -41.3% | -14.2% |
| YTD | -3.8% | +96.0% | -99.8% | -22.2% |
| 1Y | +25.9% | +94.2% | -68.3% | +1.5% |
| 3Y | +42.2% | +75.3% | -33.0% | +15.4% |
| 5Y | -10.8% | +187.2% | -198.0% | -43.3% |
| All | +17.5% | +416.8% | -399.4% | -42.4% |
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