+2,854.2%
LII vs EVRG
+1,073.4%
+1,780.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 3M | -20.2% | +6.4% | -26.6% | -22.1% |
| 6M | -32.5% | +9.4% | -41.9% | -34.8% |
| YTD | -27.4% | +24.5% | -51.8% | -33.2% |
| 1Y | -28.2% | +20.5% | -48.6% | -33.2% |
| 3Y | -7.2% | +101.6% | -108.8% | -29.9% |
| 5Y | +19.9% | +67.5% | -47.5% | -3.1% |
| 10Y | +168.6% | +122.3% | +46.3% | +85.7% |
| All | +2,854.2% | +1,073.4% | +1,780.9% | +824.7% |
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