+390.2%
LLY vs EVRG
+44.9%
+345.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.4% |
| 7D | -3.1% | +0.6% | -3.6% | -3.3% |
| 30D | -8.6% | -0.2% | -8.4% | -8.6% |
| 3M | -1.6% | -0.5% | -1.2% | -1.6% |
| 6M | +11.8% | +0.2% | +11.7% | +11.6% |
| YTD | +5.1% | +14.9% | -9.8% | +0.1% |
| 1Y | +50.7% | +18.2% | +32.5% | +42.1% |
| 3Y | +95.7% | +70.2% | +25.5% | +65.9% |
| 5Y | +390.2% | +45.3% | +344.8% | +346.4% |
| All | +390.2% | +44.9% | +345.3% | +346.4% |
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