+35.1%
LSCC vs EVRG
+66.7%
-31.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.0% | -5.6% |
| 7D | +7.0% | +1.4% | +5.6% | +6.7% |
| 30D | -2.3% | +7.4% | -9.7% | -3.6% |
| 3M | -12.5% | +7.2% | -19.7% | -13.6% |
| 6M | -10.6% | +9.5% | -20.1% | -12.3% |
| YTD | +52.7% | +25.6% | +27.1% | +45.0% |
| 1Y | +74.0% | +20.4% | +53.6% | +66.7% |
| 3Y | +104.8% | +108.8% | -4.0% | +65.2% |
| All | +35.1% | +66.7% | -31.6% | +16.9% |
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