+143.5%
LTH vs EVRG
+56.4%
+87.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -0.6% | +1.1% | -1.7% | -1.2% |
| 30D | -4.6% | -1.0% | -3.6% | -4.2% |
| 3M | +32.8% | +0.4% | +32.4% | +32.3% |
| 6M | +64.6% | -0.8% | +65.5% | +64.5% |
| YTD | +62.6% | +15.3% | +47.3% | +50.4% |
| 1Y | +49.9% | +17.9% | +32.1% | +36.8% |
| 3Y | +151.3% | +71.9% | +79.4% | +87.8% |
| All | +143.5% | +56.4% | +87.2% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling