+90.9%
LYV vs EVRG
+48.0%
+42.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -8.2% | -1.2% | -7.0% | -7.9% |
| 3M | -1.3% | -0.6% | -0.7% | -1.2% |
| 6M | +2.6% | +2.4% | +0.2% | +1.6% |
| YTD | +19.4% | +15.5% | +4.0% | +13.9% |
| 1Y | -2.2% | +16.8% | -19.1% | -7.2% |
| 3Y | +106.0% | +75.0% | +31.0% | +71.4% |
| All | +90.9% | +48.0% | +42.9% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling