+2,024.1%
LLY vs EOG
+127.0%
+1,897.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.6% | +1.2% |
| 7D | +1.6% | -2.4% | +4.0% | +1.9% |
| 30D | +21.5% | +2.9% | +18.5% | +21.0% |
| 3M | +16.4% | +7.2% | +9.2% | +15.5% |
| 6M | +51.5% | +18.2% | +33.3% | +48.5% |
| YTD | +33.9% | +48.9% | -15.0% | +27.6% |
| 1Y | +49.1% | +46.7% | +2.4% | +42.2% |
| 3Y | +144.6% | +37.4% | +107.2% | +133.5% |
| 5Y | +466.3% | +103.9% | +362.4% | +409.3% |
| 10Y | +2,024.1% | +127.0% | +1,897.1% | +1,699.5% |
| All | +2,024.1% | +127.0% | +1,897.2% | +1,699.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling