+7,517.2%
LHX vs EVRG
+2,060.4%
+5,456.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -1.6% |
| 7D | -3.7% | +0.6% | -4.3% | -3.9% |
| 30D | -13.2% | -0.2% | -12.9% | -13.1% |
| 3M | -18.4% | -0.5% | -17.9% | -18.2% |
| 6M | -32.0% | +0.2% | -32.1% | -32.1% |
| YTD | -13.6% | +14.9% | -28.5% | -17.9% |
| 1Y | -6.0% | +18.2% | -24.2% | -11.5% |
| 3Y | +57.9% | +70.2% | -12.2% | +29.9% |
| 5Y | +19.2% | +45.3% | -26.1% | +3.1% |
| 10Y | +232.3% | +112.4% | +119.8% | +149.2% |
| All | +7,517.2% | +2,060.4% | +5,456.8% | +2,765.3% |
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