+3,549.0%
LRCX vs EVRG
+113.9%
+3,435.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -8.6% | -1.2% | -7.3% | -8.2% |
| 3M | -17.7% | -0.6% | -17.1% | -17.8% |
| 6M | +36.4% | +2.4% | +33.9% | +34.0% |
| YTD | +74.5% | +15.5% | +59.1% | +62.8% |
| 1Y | +159.4% | +16.8% | +142.6% | +140.4% |
| 3Y | +361.6% | +75.0% | +286.6% | +249.4% |
| 5Y | +425.2% | +49.3% | +375.9% | +324.3% |
| All | +3,549.0% | +113.9% | +3,435.1% | +2,428.5% |
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