+11,511.2%
LMT vs EVRG
+2,087.5%
+9,423.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.8% |
| 7D | -1.5% | +0.9% | -2.4% | -1.8% |
| 30D | -8.2% | -0.5% | -7.7% | -8.1% |
| 3M | +3.7% | +1.5% | +2.2% | +3.3% |
| 6M | -19.2% | +1.2% | -20.3% | -19.5% |
| YTD | +12.9% | +16.3% | -3.5% | +8.0% |
| 1Y | +19.8% | +20.3% | -0.5% | +13.5% |
| 3Y | +37.3% | +72.3% | -35.0% | +17.0% |
| 5Y | +74.4% | +46.7% | +27.7% | +54.4% |
| 10Y | +188.9% | +113.8% | +75.1% | +129.5% |
| All | +11,511.2% | +2,087.5% | +9,423.7% | +5,650.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling