+3,186.5%
LNT vs EVRG
+2,087.5%
+1,098.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.5% |
| 7D | +1.0% | +0.9% | +0.1% | +0.5% |
| 30D | -1.1% | -0.5% | -0.6% | -0.8% |
| 3M | -3.6% | +1.5% | -5.1% | -4.3% |
| 6M | -2.7% | +1.2% | -3.8% | -3.1% |
| YTD | +8.0% | +16.3% | -8.3% | -0.4% |
| 1Y | +10.5% | +20.3% | -9.8% | +0.1% |
| 3Y | +49.6% | +72.3% | -22.7% | +12.0% |
| 5Y | +32.2% | +46.7% | -14.5% | +8.4% |
| 10Y | +141.8% | +113.8% | +28.0% | +61.7% |
| All | +3,186.5% | +2,087.5% | +1,098.9% | +743.2% |
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