+222.0%
LHX vs EVRG
+113.9%
+108.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.3% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -15.1% | -1.2% | -13.9% | -14.7% |
| 3M | -21.0% | -0.6% | -20.4% | -20.8% |
| 6M | -32.0% | +2.4% | -34.4% | -32.9% |
| YTD | -15.3% | +15.5% | -30.8% | -21.1% |
| 1Y | -11.1% | +16.8% | -27.9% | -17.6% |
| 3Y | +54.0% | +75.0% | -21.0% | +16.3% |
| 5Y | +17.1% | +49.3% | -32.2% | -5.3% |
| All | +222.0% | +113.9% | +108.1% | +127.6% |
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