+168.6%
LII vs EVRG
+122.0%
+46.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -1.2% | +1.7% | -2.8% | -1.8% |
| 30D | -2.0% | +8.7% | -10.6% | -4.8% |
| 3M | -20.2% | +6.4% | -26.6% | -22.0% |
| 6M | -32.5% | +9.4% | -41.9% | -34.6% |
| YTD | -27.4% | +24.5% | -51.8% | -32.8% |
| 1Y | -28.2% | +20.5% | -48.6% | -32.8% |
| 3Y | -7.2% | +101.6% | -108.8% | -28.3% |
| 5Y | +19.9% | +67.5% | -47.5% | -1.0% |
| 10Y | +168.6% | +122.3% | +46.3% | +101.9% |
| All | +168.6% | +122.0% | +46.7% | +101.9% |
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