+76.2%
LSCC vs EVRG
+18.5%
+57.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.5% |
| 7D | +5.2% | +0.9% | +4.3% | +5.3% |
| 30D | -9.6% | -0.5% | -9.1% | -9.7% |
| 3M | -17.8% | +1.5% | -19.3% | -18.0% |
| 6M | +37.4% | +1.2% | +36.3% | +36.4% |
| YTD | +59.7% | +16.3% | +43.3% | +60.7% |
| 1Y | +76.2% | +20.3% | +56.0% | +93.1% |
| All | +76.2% | +18.5% | +57.8% | +93.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling