+1,769.4%
LSCC vs EVRG
+112.9%
+1,656.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +1.3% | +1.1% | +0.2% | +1.0% |
| 30D | -9.7% | -1.0% | -8.7% | -9.4% |
| 3M | -23.7% | +0.4% | -24.1% | -24.1% |
| 6M | +26.5% | -0.8% | +27.3% | +26.2% |
| YTD | +57.5% | +15.3% | +42.2% | +49.7% |
| 1Y | +75.7% | +17.9% | +57.8% | +65.5% |
| 3Y | +19.5% | +71.9% | -52.5% | -2.4% |
| 5Y | +83.8% | +45.3% | +38.5% | +58.0% |
| All | +1,769.4% | +112.9% | +1,656.5% | +1,289.6% |
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