+252.0%
LDOS vs EVRG
+122.0%
+130.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | -5.8% | +1.7% | -7.5% | -6.5% |
| 30D | +11.6% | +8.7% | +2.9% | +7.6% |
| 3M | -1.0% | +6.4% | -7.4% | -3.8% |
| 6M | +5.1% | +9.4% | -4.3% | +0.8% |
| YTD | -24.0% | +24.5% | -48.5% | -31.5% |
| 1Y | -30.3% | +20.5% | -50.7% | -36.2% |
| 3Y | +37.0% | +101.6% | -64.6% | -2.7% |
| 5Y | +53.4% | +67.5% | -14.1% | +17.7% |
| 10Y | +252.0% | +122.3% | +129.6% | +145.7% |
| All | +252.0% | +122.0% | +130.0% | +145.7% |
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