+85.8%
LSCC vs EVRG
+93.6%
-7.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.0% | +7.1% |
| 7D | +13.0% | +1.9% | +11.1% | +13.2% |
| 30D | -19.8% | +9.0% | -28.8% | -19.4% |
| 3M | -18.4% | +6.3% | -24.7% | -18.0% |
| 6M | -16.1% | +9.9% | -26.0% | -15.9% |
| YTD | +42.7% | +23.8% | +18.9% | +43.2% |
| 1Y | +68.0% | +19.9% | +48.1% | +68.6% |
| 3Y | +85.8% | +94.3% | -8.4% | +84.3% |
| All | +85.8% | +93.6% | -7.7% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling