+21,985.5%
LLY vs EOG
+7,913.4%
+14,072.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.2% |
| 7D | +1.4% | +4.6% | -3.2% | +0.8% |
| 30D | +21.5% | +2.9% | +18.7% | +21.0% |
| 3M | +18.5% | +8.0% | +10.5% | +17.2% |
| 6M | +49.1% | +17.0% | +32.1% | +45.8% |
| YTD | +34.4% | +51.1% | -16.7% | +26.9% |
| 1Y | +46.3% | +45.1% | +1.2% | +38.8% |
| 3Y | +145.5% | +39.4% | +106.0% | +132.3% |
| 5Y | +472.7% | +105.6% | +367.1% | +407.0% |
| 10Y | +2,049.9% | +133.5% | +1,916.5% | +1,659.4% |
| All | +21,985.5% | +7,913.4% | +14,072.1% | +12,129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling