+61.5%
GNRC vs LUMN
+385.3%
-323.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.8% |
| 7D | -0.2% | +2.5% | -2.7% | -0.4% |
| 30D | -15.7% | +10.3% | -26.1% | -16.3% |
| 3M | -27.3% | -18.3% | -9.1% | -26.5% |
| 6M | -12.1% | +4.4% | -16.4% | -12.3% |
| YTD | +37.1% | -10.7% | +47.8% | +37.1% |
| 1Y | -0.5% | +14.0% | -14.4% | -1.8% |
| 3Y | +61.5% | +406.6% | -345.1% | +46.6% |
| All | +61.5% | +385.3% | -323.8% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling