+490.8%
LITE vs EVRG
+64.6%
+426.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.5% | +5.6% |
| 7D | -35.9% | +1.9% | -37.8% | -36.2% |
| 30D | -51.5% | +9.0% | -60.5% | -52.5% |
| 3M | -35.7% | +6.3% | -42.1% | -36.6% |
| 6M | -43.0% | +9.9% | -52.9% | -44.3% |
| YTD | +46.1% | +23.8% | +22.3% | +38.3% |
| 1Y | +124.7% | +19.9% | +104.8% | +114.7% |
| 3Y | +1,172.1% | +94.3% | +1,077.8% | +935.4% |
| All | +490.8% | +64.6% | +426.2% | +404.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling