+114.6%
EOG vs LTH
+156.3%
-41.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | -2.0% | +1.5% | -3.5% | -2.1% |
| 30D | +7.9% | -3.1% | +10.9% | +8.1% |
| 3M | +4.5% | +28.1% | -23.6% | +2.5% |
| 6M | +12.3% | +67.4% | -55.1% | +7.4% |
| YTD | +41.9% | +59.8% | -17.9% | +36.0% |
| 1Y | +27.8% | +45.6% | -17.7% | +23.5% |
| 3Y | +21.8% | +162.0% | -140.2% | +10.1% |
| All | +114.6% | +156.3% | -41.7% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling