+139.3%
LTH vs EVRG
+57.7%
+81.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.1% |
| 7D | +1.5% | +0.9% | +0.6% | +1.1% |
| 30D | -3.1% | -0.5% | -2.5% | -2.9% |
| 3M | +28.1% | +1.5% | +26.6% | +27.1% |
| 6M | +67.4% | +1.2% | +66.2% | +65.8% |
| YTD | +59.8% | +16.3% | +43.5% | +47.2% |
| 1Y | +45.6% | +20.3% | +25.3% | +31.6% |
| 3Y | +162.0% | +72.3% | +89.7% | +95.6% |
| All | +139.3% | +57.7% | +81.6% | +81.8% |
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