+47.6%
LDOS vs EVRG
+64.6%
-17.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.5% | -2.4% |
| 7D | -7.2% | +1.9% | -9.1% | -7.7% |
| 30D | +16.8% | +9.0% | +7.8% | +13.7% |
| 3M | -1.6% | +6.3% | -7.9% | -3.6% |
| 6M | -1.0% | +9.9% | -10.9% | -4.0% |
| YTD | -25.8% | +23.8% | -49.6% | -31.0% |
| 1Y | -31.1% | +19.9% | -51.0% | -35.2% |
| 3Y | +32.8% | +94.3% | -61.5% | +3.9% |
| All | +47.6% | +64.6% | -17.0% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling