+221.4%
LDOS vs EVRG
+124.6%
+96.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -1.6% | +1.4% | -3.0% | -2.2% |
| 30D | +8.2% | +7.4% | +0.9% | +4.9% |
| 3M | -8.2% | +7.2% | -15.4% | -11.0% |
| 6M | +5.8% | +9.5% | -3.6% | +1.6% |
| YTD | -27.0% | +25.6% | -52.6% | -34.4% |
| 1Y | -31.0% | +20.4% | -51.3% | -36.8% |
| 3Y | +29.3% | +108.8% | -79.5% | -9.7% |
| 5Y | +48.7% | +68.0% | -19.2% | +14.0% |
| All | +221.4% | +124.6% | +96.8% | +122.6% |
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