+17,561.1%
LLY vs EOG
+7,415.7%
+10,145.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.1% | +1.3% | -3.4% | -2.3% |
| 30D | -1.6% | +8.2% | -9.8% | -2.6% |
| 3M | +2.3% | +3.8% | -1.5% | +1.6% |
| 6M | +14.9% | +15.3% | -0.4% | +12.4% |
| YTD | +7.5% | +41.7% | -34.2% | +2.4% |
| 1Y | +55.7% | +23.6% | +32.1% | +50.8% |
| 3Y | +110.6% | +23.3% | +87.3% | +102.4% |
| 5Y | +363.4% | +170.4% | +193.0% | +295.4% |
| 10Y | +1,649.0% | +125.5% | +1,523.5% | +1,337.8% |
| All | +17,561.1% | +7,415.7% | +10,145.5% | +9,768.4% |
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