+117.0%
EOG vs LTH
+152.0%
-35.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | -1.3% | -4.0% | +2.7% | -1.0% |
| 30D | +3.4% | -1.7% | +5.0% | +3.5% |
| 3M | +7.8% | +28.0% | -20.1% | +5.7% |
| 6M | +13.4% | +54.1% | -40.7% | +9.2% |
| YTD | +43.5% | +57.1% | -13.6% | +37.7% |
| 1Y | +29.7% | +45.8% | -16.1% | +25.2% |
| 3Y | +23.2% | +157.6% | -134.4% | +11.4% |
| All | +117.0% | +152.0% | -35.0% | +98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling