+9,930.9%
LEN vs EVRG
+2,087.5%
+7,843.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.3% |
| 7D | -2.9% | +0.9% | -3.8% | -3.3% |
| 30D | -8.9% | -0.5% | -8.3% | -8.7% |
| 3M | -10.9% | +1.5% | -12.4% | -11.7% |
| 6M | -19.7% | +1.2% | -20.8% | -20.4% |
| YTD | -20.6% | +16.3% | -36.9% | -26.8% |
| 1Y | -42.4% | +20.3% | -62.7% | -47.9% |
| 3Y | -26.5% | +72.3% | -98.9% | -45.2% |
| 5Y | -10.9% | +46.7% | -57.6% | -28.5% |
| 10Y | +100.6% | +113.8% | -13.2% | +27.3% |
| All | +9,930.9% | +2,087.5% | +7,843.3% | +2,508.8% |
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