+171.7%
EOG vs LSCC
+82.7%
+89.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | +1.3% | +1.3% | 0.0% | +1.1% |
| 30D | +8.2% | -9.7% | +17.8% | +9.2% |
| 3M | +3.8% | -23.7% | +27.5% | +6.2% |
| 6M | +15.3% | +26.5% | -11.2% | +9.6% |
| YTD | +41.7% | +57.5% | -15.8% | +30.0% |
| 1Y | +23.6% | +75.7% | -52.1% | +11.1% |
| 3Y | +23.3% | +19.5% | +3.8% | +11.8% |
| All | +171.7% | +82.7% | +89.0% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 5y: compounded portfolio wealth divided by compounded LSCC 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…
5y analysis · Full analysis span regression · 6 months rolling