+48.7%
LUNR vs EVRG
+52.2%
-3.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -1.9% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -15.3% | -1.2% | -14.1% | -15.2% |
| 3M | -53.2% | -0.6% | -52.6% | -53.2% |
| 6M | -22.2% | +2.4% | -24.7% | -22.6% |
| YTD | -11.6% | +15.5% | -27.0% | -13.8% |
| 1Y | +68.4% | +16.8% | +51.6% | +64.0% |
| 3Y | +216.8% | +75.0% | +141.8% | +190.9% |
| All | +48.7% | +52.2% | -3.5% | +32.4% |
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