+2,049.9%
LLY vs EVRG
+124.9%
+1,925.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +1.4% | +2.5% | -1.1% | +0.5% |
| 30D | +21.5% | +8.4% | +13.1% | +18.2% |
| 3M | +18.5% | +8.6% | +9.9% | +15.0% |
| 6M | +49.1% | +7.7% | +41.4% | +45.0% |
| YTD | +34.4% | +25.0% | +9.4% | +23.9% |
| 1Y | +46.3% | +18.7% | +27.6% | +37.3% |
| 3Y | +145.5% | +102.1% | +43.4% | +90.5% |
| 5Y | +472.7% | +66.8% | +405.8% | +372.4% |
| 10Y | +2,049.9% | +123.5% | +1,926.5% | +1,488.8% |
| All | +2,049.9% | +124.9% | +1,925.1% | +1,488.8% |
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 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