+1,108.4%
LNG vs EVRG
+1,317.1%
-208.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -6.7% | +0.6% | -7.3% | -7.0% |
| 30D | +3.9% | -0.2% | +4.1% | +3.9% |
| 3M | +15.5% | -0.5% | +16.0% | +15.6% |
| 6M | +10.5% | +0.2% | +10.3% | +10.1% |
| YTD | +43.0% | +14.9% | +28.1% | +35.3% |
| 1Y | +18.9% | +18.2% | +0.7% | +11.2% |
| 3Y | +74.7% | +70.2% | +4.5% | +42.1% |
| 5Y | +231.2% | +45.3% | +185.9% | +181.2% |
| 10Y | +544.5% | +112.4% | +432.1% | +346.0% |
| All | +1,108.4% | +1,317.1% | -208.7% | +541.8% |
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