+103.0%
LEN vs EVRG
+113.9%
-10.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -6.6% | -1.2% | -5.4% | -6.1% |
| 3M | -15.7% | -0.6% | -15.1% | -15.5% |
| 6M | -16.6% | +2.4% | -19.1% | -17.9% |
| YTD | -21.3% | +15.5% | -36.8% | -27.1% |
| 1Y | -42.0% | +16.8% | -58.9% | -46.7% |
| 3Y | -27.9% | +75.0% | -102.9% | -46.5% |
| 5Y | -10.7% | +49.3% | -60.0% | -28.8% |
| All | +103.0% | +113.9% | -10.9% | +42.7% |
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