+118.9%
EOG vs LHX
+227.8%
-108.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.5% |
| 7D | +1.5% | -4.3% | +5.7% | +3.5% |
| 30D | +2.9% | -15.1% | +18.1% | +10.9% |
| 3M | +8.7% | -21.0% | +29.7% | +20.3% |
| 6M | +12.9% | -32.0% | +44.9% | +33.5% |
| YTD | +43.8% | -15.3% | +59.2% | +51.2% |
| 1Y | +27.1% | -11.1% | +38.1% | +29.4% |
| 3Y | +25.9% | +54.0% | -28.1% | -5.9% |
| 5Y | +177.9% | +17.1% | +160.8% | +136.6% |
| All | +118.9% | +227.8% | -108.9% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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