+2,790.8%
LII vs EVRG
+1,067.4%
+1,723.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.6% | +1.9% | -2.5% | -1.3% |
| 30D | -4.6% | +9.0% | -13.6% | -7.7% |
| 3M | -21.2% | +6.3% | -27.5% | -23.1% |
| 6M | -36.4% | +9.9% | -46.3% | -38.7% |
| YTD | -28.9% | +23.8% | -52.8% | -34.5% |
| 1Y | -29.5% | +19.9% | -49.4% | -34.3% |
| 3Y | -8.6% | +94.3% | -102.8% | -29.9% |
| 5Y | +20.2% | +64.6% | -44.4% | -2.2% |
| 10Y | +166.2% | +121.7% | +44.5% | +84.2% |
| All | +2,790.8% | +1,067.4% | +1,723.5% | +806.7% |
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