+8.5%
LVS vs EVRG
+45.7%
-37.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -4.3% | -0.7% | -3.6% | -4.2% |
| 30D | -6.8% | 0.0% | -6.8% | -6.9% |
| 3M | -15.6% | -1.0% | -14.7% | -15.6% |
| 6M | -20.6% | +1.0% | -21.6% | -21.0% |
| YTD | -33.4% | +15.1% | -48.5% | -35.9% |
| 1Y | -20.1% | +17.6% | -37.7% | -23.7% |
| 3Y | -7.4% | +70.5% | -77.9% | -19.3% |
| 5Y | +8.5% | +48.9% | -40.4% | -6.5% |
| All | +8.5% | +45.7% | -37.2% | -6.5% |
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