+167.2%
LII vs EVRG
+114.7%
+52.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.7% |
| 7D | +2.1% | +0.9% | +1.2% | +1.8% |
| 30D | -12.4% | -0.5% | -11.9% | -12.3% |
| 3M | -24.8% | +1.5% | -26.3% | -25.1% |
| 6M | -25.2% | +1.2% | -26.3% | -25.5% |
| YTD | -20.3% | +16.3% | -36.6% | -24.4% |
| 1Y | -32.9% | +20.3% | -53.2% | -37.2% |
| 3Y | +2.0% | +72.3% | -70.3% | -16.6% |
| 5Y | +24.4% | +46.7% | -22.2% | +7.4% |
| 10Y | +167.2% | +113.8% | +53.4% | +102.5% |
| All | +167.2% | +114.7% | +52.5% | +102.5% |
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