+87.3%
LSCC vs EVRG
+18.8%
+68.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.1% | +10.5% | +10.3% |
| 7D | +14.5% | +2.5% | +12.0% | +15.3% |
| 30D | -0.1% | +8.4% | -8.4% | +1.6% |
| 3M | -2.7% | +8.6% | -11.2% | -1.1% |
| 6M | -4.8% | +7.7% | -12.5% | -3.8% |
| YTD | +66.9% | +25.0% | +41.9% | +65.9% |
| All | +87.3% | +18.8% | +68.5% | +88.7% |
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