+35.2%
LYFT vs EVRG
+72.5%
-37.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | -8.4% | +0.1% | -8.5% | -8.4% |
| 30D | -7.6% | -1.2% | -6.4% | -7.4% |
| 3M | +11.7% | -0.6% | +12.4% | +11.7% |
| 6M | +15.1% | +2.4% | +12.7% | +14.1% |
| YTD | -20.9% | +15.5% | -36.4% | -24.6% |
| 1Y | -16.4% | +16.8% | -33.2% | -20.8% |
| 3Y | +35.2% | +75.0% | -39.8% | +0.7% |
| All | +35.2% | +72.5% | -37.3% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling