+177.3%
EOG vs LVS
+5.3%
+172.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | -1.3% | -2.7% | +1.4% | -0.9% |
| 30D | +3.4% | -4.7% | +8.1% | +4.1% |
| 3M | +7.8% | -15.6% | +23.4% | +10.6% |
| 6M | +13.4% | -18.6% | +32.0% | +16.6% |
| YTD | +43.5% | -32.3% | +75.7% | +52.0% |
| 1Y | +29.7% | -18.0% | +47.7% | +31.9% |
| 3Y | +23.2% | -5.8% | +29.0% | +18.9% |
| All | +177.3% | +5.3% | +172.0% | +154.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling