-38.2%
LEN vs EVRG
+17.4%
-55.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | -3.2% | +1.1% | -4.3% | -3.6% |
| 30D | -4.9% | -1.0% | -3.9% | -4.6% |
| 3M | -8.5% | +0.4% | -8.9% | -8.5% |
| 6M | -20.7% | -0.8% | -19.8% | -20.2% |
| YTD | -17.4% | +15.3% | -32.7% | -22.2% |
| 1Y | -38.2% | +17.9% | -56.1% | -42.0% |
| All | -38.2% | +17.4% | -55.7% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling