+25.5%
LSCC vs EVRG
+64.6%
-39.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.0% | +7.1% |
| 7D | +13.0% | +1.9% | +11.1% | +12.6% |
| 30D | -19.8% | +9.0% | -28.8% | -21.1% |
| 3M | -18.4% | +6.3% | -24.7% | -19.3% |
| 6M | -16.1% | +9.9% | -26.0% | -17.9% |
| YTD | +42.7% | +23.8% | +18.9% | +35.8% |
| 1Y | +68.0% | +19.9% | +48.1% | +61.0% |
| 3Y | +85.8% | +94.3% | -8.4% | +53.9% |
| All | +25.5% | +64.6% | -39.1% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling