-56.5%
LUMN vs EVRG
+113.9%
-170.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +10.3% | -1.2% | +11.6% | +11.0% |
| 3M | -18.3% | -0.6% | -17.6% | -18.4% |
| 6M | +4.4% | +2.4% | +1.9% | +1.6% |
| YTD | -10.7% | +15.5% | -26.1% | -19.2% |
| 1Y | +14.0% | +16.8% | -2.9% | +1.9% |
| 3Y | +406.6% | +75.0% | +331.6% | +256.2% |
| 5Y | -36.8% | +49.3% | -86.1% | -51.1% |
| All | -56.5% | +113.9% | -170.4% | -71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling