-12.3%
LUV vs EVRG
+48.0%
-60.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -12.4% | -1.2% | -11.1% | -12.0% |
| 3M | -11.0% | -0.6% | -10.4% | -10.9% |
| 6M | -5.0% | +2.4% | -7.4% | -6.0% |
| YTD | -3.8% | +15.5% | -19.2% | -9.1% |
| 1Y | +25.9% | +16.8% | +9.1% | +18.4% |
| 3Y | +42.2% | +75.0% | -32.8% | +14.6% |
| All | -12.3% | +48.0% | -60.3% | -25.6% |
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