+236.4%
LDOS vs EVRG
+124.9%
+111.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -1.3% | +2.5% | -3.8% | -2.4% |
| 30D | +10.1% | +8.4% | +1.7% | +6.3% |
| 3M | -4.7% | +8.6% | -13.3% | -8.1% |
| 6M | +5.6% | +7.7% | -2.1% | +2.1% |
| YTD | -25.1% | +25.0% | -50.0% | -32.5% |
| 1Y | -31.7% | +18.7% | -50.4% | -37.1% |
| 3Y | +33.7% | +102.1% | -68.4% | -5.1% |
| 5Y | +54.4% | +66.8% | -12.5% | +18.7% |
| 10Y | +236.4% | +123.5% | +112.9% | +133.4% |
| All | +236.4% | +124.9% | +111.5% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling