+498.1%
LDOS vs EVRG
+676.6%
-178.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -5.4% | +1.1% | -6.5% | -5.9% |
| 30D | +4.9% | -1.0% | +5.9% | +5.3% |
| 3M | +7.2% | +0.4% | +6.8% | +6.9% |
| 6M | -24.2% | -0.8% | -23.4% | -24.2% |
| YTD | -25.8% | +15.3% | -41.1% | -30.7% |
| 1Y | -24.7% | +17.9% | -42.6% | -30.4% |
| 3Y | +39.3% | +71.9% | -32.6% | +7.2% |
| 5Y | +43.3% | +45.3% | -1.9% | +17.9% |
| 10Y | +278.6% | +113.1% | +165.5% | +155.6% |
| All | +498.1% | +676.6% | -178.6% | +142.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling