+23.6%
EOG vs LTH
+54.1%
-30.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.5% |
| 7D | +1.3% | -0.6% | +1.9% | +1.2% |
| 30D | +8.2% | -4.6% | +12.8% | +7.6% |
| 3M | +3.8% | +32.8% | -29.0% | +7.3% |
| 6M | +15.3% | +64.6% | -49.3% | +21.4% |
| YTD | +41.7% | +62.6% | -20.9% | +48.4% |
| 1Y | +23.6% | +49.9% | -26.4% | +28.2% |
| All | +23.6% | +54.1% | -30.6% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling