-3.3%
LVS vs EVRG
+113.9%
-117.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -6.2% | -1.2% | -5.0% | -6.0% |
| 3M | -14.8% | -0.6% | -14.2% | -14.8% |
| 6M | -20.9% | +2.4% | -23.3% | -21.7% |
| YTD | -33.0% | +15.5% | -48.5% | -36.2% |
| 1Y | -20.0% | +16.8% | -36.8% | -24.1% |
| 3Y | -6.9% | +75.0% | -81.9% | -22.1% |
| 5Y | +9.1% | +49.3% | -40.3% | -5.4% |
| All | -3.3% | +113.9% | -117.2% | -19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling