-16.4%
LYFT vs EQNR
+93.1%
-109.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +1.9% |
| 7D | -8.4% | +6.4% | -14.8% | -7.3% |
| 30D | -7.6% | +10.4% | -18.0% | -5.9% |
| 3M | +11.7% | +23.1% | -11.3% | +15.7% |
| 6M | +15.1% | +36.3% | -21.2% | +18.8% |
| YTD | -20.9% | +96.0% | -116.9% | -19.2% |
| 1Y | -16.4% | +94.2% | -110.6% | -14.1% |
| All | -16.4% | +93.1% | -109.5% | -14.1% |
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