+245.6%
LTH vs EVRG
+101.9%
+143.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +6.4% | +3.5% | +2.9% | +5.0% |
| 30D | +16.7% | +9.2% | +7.5% | +12.9% |
| 3M | +11.7% | +8.6% | +3.0% | +8.1% |
| 6M | +48.5% | +10.0% | +38.6% | +42.8% |
| YTD | +78.4% | +25.1% | +53.3% | +59.3% |
| 1Y | +89.7% | +19.5% | +70.2% | +73.8% |
| 3Y | +245.6% | +102.3% | +143.3% | +128.5% |
| All | +245.6% | +101.9% | +143.7% | +128.5% |
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