+7,972.8%
EOG vs LH
+1,372.9%
+6,600.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | +7.9% | +2.0% | +5.9% | +7.5% |
| 3M | +4.5% | +24.3% | -19.8% | +0.7% |
| 6M | +12.3% | +21.1% | -8.8% | +8.5% |
| YTD | +41.9% | +30.4% | +11.4% | +35.4% |
| 1Y | +27.8% | +18.4% | +9.5% | +23.8% |
| 3Y | +21.8% | +65.5% | -43.7% | +11.1% |
| 5Y | +174.0% | +29.9% | +144.1% | +157.7% |
| 10Y | +110.4% | +186.6% | -76.3% | +72.3% |
| All | +7,972.8% | +1,372.9% | +6,600.0% | +4,778.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling