+118.9%
EOG vs LEN
+108.0%
+10.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.6% |
| 7D | +1.5% | -4.8% | +6.3% | +2.6% |
| 30D | +2.9% | -6.6% | +9.5% | +4.4% |
| 3M | +8.7% | -15.7% | +24.4% | +12.2% |
| 6M | +12.9% | -16.6% | +29.5% | +16.0% |
| YTD | +43.8% | -21.3% | +65.2% | +49.3% |
| 1Y | +27.1% | -42.0% | +69.1% | +42.0% |
| 3Y | +25.9% | -27.9% | +53.8% | +28.2% |
| 5Y | +177.9% | -10.7% | +188.6% | +156.1% |
| All | +118.9% | +108.0% | +10.8% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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