+2,110.1%
GNRC vs LUMN
-44.1%
+2,154.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.6% |
| 7D | -0.2% | +2.5% | -2.7% | -0.6% |
| 30D | -15.7% | +10.3% | -26.1% | -17.1% |
| 3M | -27.3% | -18.3% | -9.1% | -25.3% |
| 6M | -12.1% | +4.4% | -16.4% | -13.3% |
| YTD | +37.1% | -10.7% | +47.8% | +36.5% |
| 1Y | -0.5% | +14.0% | -14.4% | -5.8% |
| 3Y | +61.5% | +406.6% | -345.1% | -8.3% |
| 5Y | -58.6% | -36.8% | -21.8% | -59.1% |
| 10Y | +446.3% | -56.2% | +502.5% | +428.0% |
| All | +2,110.1% | -44.1% | +2,154.2% | +1,446.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling