+8,362.0%
EOG vs LEN
+10,606.4%
-2,244.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +7.6% | -5.8% | +13.4% | +8.7% |
| 30D | +3.4% | +13.7% | -10.3% | +0.4% |
| 3M | +12.7% | -3.9% | +16.6% | +12.7% |
| 6M | +19.0% | -0.4% | +19.4% | +17.3% |
| YTD | +55.6% | -16.8% | +72.4% | +57.7% |
| 1Y | +49.5% | -29.5% | +79.0% | +56.3% |
| 3Y | +43.2% | -25.6% | +68.7% | +45.0% |
| 5Y | +111.8% | -13.2% | +125.1% | +102.8% |
| 10Y | +140.4% | +138.5% | +1.9% | +81.1% |
| All | +8,362.0% | +10,606.4% | -2,244.4% | +4,597.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling