+118.9%
EOG vs LH
+183.3%
-64.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | +1.5% | -4.7% | +6.2% | +3.0% |
| 30D | +2.9% | -3.5% | +6.4% | +4.0% |
| 3M | +8.7% | +17.7% | -9.0% | +2.8% |
| 6M | +12.9% | +15.8% | -2.9% | +6.9% |
| YTD | +43.8% | +25.1% | +18.7% | +32.5% |
| 1Y | +27.1% | +12.5% | +14.6% | +21.0% |
| 3Y | +25.9% | +59.8% | -33.9% | +4.6% |
| 5Y | +177.9% | +27.1% | +150.9% | +145.8% |
| All | +118.9% | +183.3% | -64.4% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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