+1,580.3%
LLY vs EOG
+115.2%
+1,465.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -3.1% | -1.3% | -1.8% | -3.0% |
| 30D | -8.6% | +3.4% | -12.0% | -8.9% |
| 3M | -1.6% | +7.8% | -9.5% | -2.6% |
| 6M | +11.8% | +13.4% | -1.5% | +10.0% |
| YTD | +5.1% | +43.5% | -38.4% | +0.6% |
| 1Y | +50.7% | +29.7% | +21.0% | +45.8% |
| 3Y | +95.7% | +23.2% | +72.5% | +89.0% |
| 5Y | +390.2% | +176.4% | +213.8% | +323.8% |
| 10Y | +1,580.3% | +119.1% | +1,461.2% | +1,314.0% |
| All | +1,580.3% | +115.2% | +1,465.2% | +1,314.0% |
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