+137.1%
EOG vs LH
+261.9%
-124.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +7.6% | +1.1% | +6.5% | +7.3% |
| 30D | +3.4% | +16.7% | -13.4% | -1.8% |
| 3M | +12.7% | +15.1% | -2.4% | +7.5% |
| 6M | +19.0% | +46.3% | -27.3% | +4.6% |
| YTD | +55.6% | +48.8% | +6.8% | +35.2% |
| 1Y | +49.5% | +39.7% | +9.8% | +32.8% |
| 3Y | +43.2% | +87.0% | -43.9% | +12.8% |
| 5Y | +111.8% | +53.0% | +58.8% | +76.2% |
| All | +137.1% | +261.9% | -124.8% | +44.0% |
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