+55.7%
LLY vs EOG
+24.8%
+30.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -2.1% | +1.3% | -3.4% | -2.1% |
| 30D | -1.6% | +8.2% | -9.8% | -1.2% |
| 3M | +2.3% | +3.8% | -1.5% | +2.2% |
| 6M | +14.9% | +15.3% | -0.4% | +14.1% |
| YTD | +7.5% | +41.7% | -34.2% | +6.2% |
| 1Y | +55.7% | +23.6% | +32.1% | +57.2% |
| All | +55.7% | +24.8% | +30.9% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling