+57.3%
LLY vs EVRG
+15.1%
+42.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +10.1% | +2.3% | +7.7% | +9.4% |
| 30D | +24.0% | +9.0% | +15.0% | +21.7% |
| 3M | +27.3% | +3.7% | +23.6% | +26.2% |
| 6M | +47.0% | +6.8% | +40.2% | +44.8% |
| YTD | +32.6% | +21.9% | +10.6% | +30.3% |
| 1Y | +57.3% | +15.8% | +41.5% | +57.8% |
| All | +57.3% | +15.1% | +42.2% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling