+143.7%
LLY vs EOG
+35.1%
+108.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.2% |
| 7D | +0.1% | -6.0% | +6.1% | +0.4% |
| 30D | +19.7% | +0.9% | +18.9% | +19.7% |
| 3M | +19.3% | +10.9% | +8.3% | +18.5% |
| 6M | +49.3% | +15.8% | +33.6% | +47.7% |
| YTD | +32.0% | +45.8% | -13.8% | +26.7% |
| 1Y | +53.7% | +45.3% | +8.4% | +47.5% |
| 3Y | +143.7% | +36.2% | +107.6% | +139.0% |
| All | +143.7% | +35.1% | +108.6% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling