+118.9%
EOG vs LVS
0.0%
+118.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.5% | -3.5% | +5.0% | +2.7% |
| 30D | +2.9% | -6.2% | +9.2% | +5.0% |
| 3M | +8.7% | -14.8% | +23.6% | +14.2% |
| 6M | +12.9% | -20.9% | +33.8% | +20.6% |
| YTD | +43.8% | -33.0% | +76.9% | +61.5% |
| 1Y | +27.1% | -20.0% | +47.1% | +32.6% |
| 3Y | +25.9% | -6.9% | +32.8% | +19.3% |
| 5Y | +177.9% | +9.1% | +168.8% | +124.8% |
| All | +118.9% | 0.0% | +118.9% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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