+110.4%
EOG vs LII
+167.7%
-57.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | -2.0% | +2.1% | -4.1% | -2.5% |
| 30D | +7.9% | -12.4% | +20.3% | +10.7% |
| 3M | +4.5% | -24.8% | +29.3% | +9.0% |
| 6M | +12.3% | -25.2% | +37.5% | +16.5% |
| YTD | +41.9% | -20.3% | +62.1% | +44.2% |
| 1Y | +27.8% | -32.9% | +60.8% | +35.6% |
| 3Y | +21.8% | +2.0% | +19.8% | +11.0% |
| 5Y | +174.0% | +24.4% | +149.6% | +130.9% |
| 10Y | +110.4% | +167.2% | -56.9% | +48.6% |
| All | +110.4% | +167.7% | -57.4% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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