+185.8%
LMT vs EVRG
+113.9%
+71.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -13.1% | -1.2% | -11.8% | -12.6% |
| 3M | -3.9% | -0.6% | -3.3% | -3.6% |
| 6M | -18.3% | +2.4% | -20.7% | -19.2% |
| YTD | +10.3% | +15.5% | -5.1% | +3.5% |
| 1Y | +14.2% | +16.8% | -2.6% | +6.5% |
| 3Y | +35.0% | +75.0% | -40.0% | +4.5% |
| 5Y | +73.2% | +49.3% | +23.9% | +42.0% |
| All | +185.8% | +113.9% | +71.9% | +107.4% |
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 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