+79.2%
LPLA vs EVRG
+66.7%
+12.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -0.9% | +1.4% | -2.3% | -1.0% |
| 30D | -9.5% | +7.4% | -16.9% | -9.9% |
| 3M | -21.9% | +7.2% | -29.1% | -22.3% |
| 6M | -2.6% | +9.5% | -12.1% | -3.3% |
| YTD | -17.8% | +25.6% | -43.4% | -19.8% |
| 1Y | -21.2% | +20.3% | -41.5% | -22.7% |
| 3Y | +30.6% | +108.8% | -78.2% | +18.3% |
| All | +79.2% | +66.7% | +12.5% | +69.4% |
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