+179.2%
LH vs EVRG
+113.9%
+65.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -3.5% | -1.2% | -2.3% | -3.0% |
| 3M | +17.7% | -0.6% | +18.3% | +17.9% |
| 6M | +15.8% | +2.4% | +13.3% | +14.1% |
| YTD | +25.1% | +15.5% | +9.6% | +16.3% |
| 1Y | +12.5% | +16.8% | -4.3% | +3.9% |
| 3Y | +59.8% | +75.0% | -15.2% | +20.7% |
| 5Y | +27.1% | +49.3% | -22.3% | +2.3% |
| All | +179.2% | +113.9% | +65.3% | +95.9% |
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