-3.5%
LYB vs EVRG
+1.9%
-5.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -0.8% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +2.5% | -1.2% | +3.7% | +2.2% |
| 3M | +1.4% | -0.6% | +2.0% | +2.1% |
| 6M | -3.5% | +2.4% | -5.9% | -1.9% |
| All | -3.5% | +1.9% | -5.4% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling