+25.6%
EOG vs LEN
-26.2%
+51.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -1.3% | -3.4% | +2.1% | -1.2% |
| 30D | +3.4% | -5.7% | +9.0% | +3.5% |
| 3M | +7.8% | -12.2% | +20.1% | +8.4% |
| 6M | +13.4% | -18.3% | +31.6% | +14.9% |
| YTD | +43.5% | -20.2% | +63.7% | +45.6% |
| 1Y | +29.7% | -40.1% | +69.7% | +36.4% |
| All | +25.6% | -26.2% | +51.8% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling