+50.6%
LYB vs EVRG
+15.1%
+35.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -4.7% |
| 7D | -6.2% | +2.3% | -8.5% | -6.2% |
| 30D | +6.3% | +9.0% | -2.7% | +6.4% |
| 3M | +4.1% | +3.7% | +0.4% | +4.2% |
| 6M | -15.5% | +6.8% | -22.3% | -15.3% |
| YTD | +50.2% | +21.9% | +28.3% | +35.4% |
| 1Y | +50.6% | +15.8% | +34.8% | +38.6% |
| All | +50.6% | +15.1% | +35.5% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling