+361.5%
LLY vs EOG
+169.6%
+191.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -3.1% | -2.0% | -1.1% | -3.0% |
| 30D | -5.1% | +7.9% | -13.0% | -5.5% |
| 3M | -2.1% | +4.5% | -6.5% | -2.4% |
| 6M | +13.8% | +12.3% | +1.5% | +12.6% |
| YTD | +5.1% | +41.9% | -36.8% | +2.0% |
| 1Y | +53.1% | +27.8% | +25.3% | +49.8% |
| 3Y | +95.6% | +21.8% | +73.8% | +90.9% |
| 5Y | +361.5% | +174.0% | +187.5% | +351.6% |
| All | +361.5% | +169.6% | +191.9% | +351.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling