+1,795.0%
LSCC vs EVRG
+114.7%
+1,680.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +5.2% | +0.9% | +4.3% | +4.9% |
| 30D | -9.6% | -0.5% | -9.1% | -9.5% |
| 3M | -17.8% | +1.5% | -19.3% | -18.4% |
| 6M | +37.4% | +1.2% | +36.3% | +36.3% |
| YTD | +59.7% | +16.3% | +43.3% | +51.3% |
| 1Y | +76.2% | +20.3% | +56.0% | +64.9% |
| 3Y | +28.2% | +72.3% | -44.1% | +4.7% |
| 5Y | +87.2% | +46.7% | +40.5% | +60.5% |
| 10Y | +1,795.0% | +113.8% | +1,681.2% | +1,305.0% |
| All | +1,795.0% | +114.7% | +1,680.3% | +1,305.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling