+50.9%
LVS vs EVRG
+805.3%
-754.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.4% |
| 7D | +0.3% | +0.9% | -0.6% | -0.2% |
| 30D | -3.9% | -0.5% | -3.4% | -3.7% |
| 3M | -12.9% | +1.5% | -14.4% | -13.9% |
| 6M | -16.9% | +1.2% | -18.1% | -18.3% |
| YTD | -31.2% | +16.3% | -47.6% | -37.6% |
| 1Y | -16.4% | +20.3% | -36.7% | -25.8% |
| 3Y | -4.4% | +72.3% | -76.7% | -32.0% |
| 5Y | +6.7% | +46.7% | -40.0% | -19.1% |
| 10Y | +1.4% | +113.8% | -112.3% | -47.0% |
| All | +50.9% | +805.3% | -754.4% | -76.2% |
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