+5.2%
LOW vs EOG
+169.9%
-164.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.7% | +1.5% | -5.2% | -3.8% |
| 30D | -8.9% | +2.9% | -11.8% | -9.1% |
| 3M | -10.4% | +8.7% | -19.1% | -11.2% |
| 6M | -19.4% | +12.9% | -32.3% | -20.7% |
| YTD | -17.1% | +43.8% | -60.9% | -21.0% |
| 1Y | -26.3% | +27.1% | -53.3% | -28.6% |
| 3Y | -9.9% | +25.9% | -35.8% | -13.3% |
| All | +5.2% | +169.9% | -164.7% | -6.7% |
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