-4.9%
LYB vs EQNR
+183.4%
-188.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | +0.3% | +6.4% | -6.2% | -2.3% |
| 30D | +2.5% | +10.4% | -7.9% | -1.6% |
| 3M | +1.4% | +23.1% | -21.7% | -6.9% |
| 6M | -3.5% | +36.3% | -39.8% | -14.1% |
| YTD | +52.0% | +96.0% | -44.0% | +19.1% |
| 1Y | +22.1% | +94.2% | -72.2% | -4.3% |
| 3Y | -22.8% | +75.3% | -98.0% | -38.3% |
| All | -4.9% | +183.4% | -188.3% | -35.2% |
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