+104.8%
LSCC vs EVRG
+104.1%
+0.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.0% | -5.4% |
| 7D | +7.0% | +1.4% | +5.6% | +7.2% |
| 30D | -2.3% | +7.4% | -9.7% | -1.6% |
| 3M | -12.5% | +7.2% | -19.7% | -11.9% |
| 6M | -10.6% | +9.5% | -20.1% | -10.0% |
| YTD | +52.7% | +25.6% | +27.1% | +54.3% |
| 1Y | +74.0% | +20.3% | +53.6% | +75.6% |
| 3Y | +104.8% | +108.8% | -4.0% | +110.5% |
| All | +104.8% | +104.1% | +0.7% | +110.5% |
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