+133.0%
EOG vs LII
+166.1%
-33.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +7.4% | -0.2% | +7.6% | +7.4% |
| 30D | +2.3% | -0.6% | +2.9% | +2.1% |
| 3M | +9.5% | -17.0% | +26.4% | +13.0% |
| 6M | +17.7% | -31.1% | +48.8% | +24.2% |
| YTD | +52.9% | -27.7% | +80.6% | +57.8% |
| 1Y | +47.7% | -26.2% | +73.8% | +51.4% |
| 3Y | +41.1% | -9.6% | +50.7% | +32.0% |
| 5Y | +108.2% | +15.7% | +92.6% | +76.8% |
| All | +133.0% | +166.1% | -33.1% | +73.7% |
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