+27.1%
EOG vs LEN
-41.0%
+68.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | +0.2% |
| 7D | +1.5% | -4.8% | +6.3% | +0.8% |
| 30D | +2.9% | -6.6% | +9.5% | +2.1% |
| 3M | +8.7% | -15.7% | +24.4% | +7.3% |
| 6M | +12.9% | -16.6% | +29.5% | +12.8% |
| YTD | +43.8% | -21.3% | +65.2% | +44.3% |
| 1Y | +27.1% | -42.0% | +69.1% | +30.4% |
| All | +27.1% | -41.0% | +68.0% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling