+95.6%
LLY vs EVRG
+72.7%
+22.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -3.1% | +0.9% | -4.0% | -3.3% |
| 30D | -5.1% | -0.5% | -4.5% | -5.0% |
| 3M | -2.1% | +1.5% | -3.6% | -2.5% |
| 6M | +13.8% | +1.2% | +12.7% | +13.4% |
| YTD | +5.1% | +16.3% | -11.2% | +1.1% |
| 1Y | +53.1% | +20.3% | +32.9% | +46.0% |
| 3Y | +95.6% | +72.3% | +23.3% | +84.7% |
| All | +95.6% | +72.7% | +22.9% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling