+47.0%
LVS vs EQNR
+850.8%
-803.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -3.5% | +6.4% | -9.9% | -6.7% |
| 30D | -6.2% | +10.4% | -16.6% | -11.4% |
| 3M | -14.8% | +23.1% | -37.9% | -25.1% |
| 6M | -20.9% | +36.3% | -57.1% | -36.0% |
| YTD | -33.0% | +96.0% | -129.0% | -56.3% |
| 1Y | -20.0% | +94.2% | -114.2% | -48.0% |
| 3Y | -6.9% | +75.3% | -82.2% | -39.1% |
| 5Y | +9.1% | +187.2% | -178.1% | -51.5% |
| 10Y | -1.1% | +415.5% | -416.6% | -72.9% |
| All | +47.0% | +850.8% | -803.8% | -65.0% |
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