+128.5%
EOG vs LTH
+186.8%
-58.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +4.6% | +0.3% | +4.3% | +4.5% |
| 30D | +2.9% | +17.7% | -14.9% | +1.7% |
| 3M | +8.0% | +8.5% | -0.5% | +7.3% |
| 6M | +17.0% | +46.9% | -30.0% | +13.5% |
| YTD | +51.1% | +78.8% | -27.7% | +43.6% |
| 1Y | +45.1% | +84.9% | -39.8% | +37.4% |
| 3Y | +39.4% | +246.4% | -206.9% | +23.4% |
| 5Y | +105.6% | +129.6% | -24.0% | +84.5% |
| All | +128.5% | +186.8% | -58.3% | +106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling