+1,468.2%
LYV vs EVRG
+762.3%
+705.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -8.2% | -1.2% | -7.0% | -7.6% |
| 3M | -1.3% | -0.6% | -0.7% | -1.2% |
| 6M | +2.6% | +2.4% | +0.2% | +0.3% |
| YTD | +19.4% | +15.5% | +4.0% | +7.8% |
| 1Y | -2.2% | +16.8% | -19.1% | -12.7% |
| 3Y | +106.0% | +75.0% | +31.0% | +38.3% |
| 5Y | +97.7% | +49.3% | +48.3% | +43.2% |
| 10Y | +560.5% | +113.5% | +447.1% | +221.5% |
| All | +1,468.2% | +762.3% | +705.9% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling