-0.5%
GNRC vs LUMN
+11.9%
-12.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.6% |
| 7D | -0.2% | +2.5% | -2.7% | -0.7% |
| 30D | -15.7% | +10.3% | -26.1% | -17.3% |
| 3M | -27.3% | -18.3% | -9.1% | -25.1% |
| 6M | -12.1% | +4.4% | -16.4% | -12.7% |
| YTD | +37.1% | -10.7% | +47.8% | +36.2% |
| 1Y | -0.5% | +14.0% | -14.4% | -11.4% |
| All | -0.5% | +11.9% | -12.4% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling