-29.7%
LII vs EVRG
+17.4%
-47.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.4% |
| 7D | -0.7% | +1.1% | -1.8% | -1.2% |
| 30D | -12.6% | -1.0% | -11.6% | -12.2% |
| 3M | -24.4% | +0.4% | -24.8% | -23.6% |
| 6M | -28.7% | -0.8% | -27.9% | -27.7% |
| YTD | -19.1% | +15.3% | -34.5% | -20.7% |
| 1Y | -29.7% | +17.9% | -47.6% | -30.8% |
| All | -29.7% | +17.4% | -47.1% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling