+249.4%
LDOS vs EVRG
+123.0%
+126.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +1.9% | +3.5% | -1.6% | +0.3% |
| 30D | +12.8% | +9.2% | +3.5% | +8.5% |
| 3M | -1.0% | +8.6% | -9.7% | -4.6% |
| 6M | +6.2% | +10.0% | -3.8% | +1.7% |
| YTD | -23.2% | +25.1% | -48.3% | -30.9% |
| 1Y | -29.5% | +19.5% | -49.0% | -35.2% |
| 3Y | +37.1% | +102.3% | -65.2% | -2.8% |
| 5Y | +55.6% | +66.8% | -11.2% | +19.7% |
| 10Y | +249.4% | +125.0% | +124.4% | +141.5% |
| All | +249.4% | +123.0% | +126.4% | +141.5% |
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