+46.3%
LYB vs EVRG
+113.9%
-67.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +2.5% | -1.2% | +3.7% | +3.0% |
| 3M | +1.4% | -0.6% | +2.0% | +1.4% |
| 6M | -3.5% | +2.4% | -5.9% | -5.4% |
| YTD | +52.0% | +15.5% | +36.5% | +40.0% |
| 1Y | +22.1% | +16.8% | +5.2% | +11.5% |
| 3Y | -22.8% | +75.0% | -97.8% | -43.8% |
| 5Y | -3.4% | +49.3% | -52.7% | -24.7% |
| All | +46.3% | +113.9% | -67.6% | +0.2% |
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 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