+1,382.1%
LH vs EVRG
+2,226.0%
-843.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -2.5% | +1.1% | -3.6% | -2.8% |
| 30D | +4.3% | -1.0% | +5.4% | +4.6% |
| 3M | +25.5% | +0.4% | +25.1% | +25.3% |
| 6M | +17.0% | -0.8% | +17.8% | +17.1% |
| YTD | +31.3% | +15.3% | +15.9% | +25.9% |
| 1Y | +20.0% | +17.9% | +2.1% | +14.3% |
| 3Y | +63.9% | +71.9% | -8.1% | +40.2% |
| 5Y | +30.9% | +45.3% | -14.4% | +16.6% |
| 10Y | +191.4% | +113.1% | +78.3% | +134.4% |
| All | +1,382.1% | +2,226.0% | -843.9% | +649.9% |
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 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