+155.2%
LUMN vs EVRG
+2,071.0%
-1,915.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +10.3% | -1.2% | +11.6% | +10.8% |
| 3M | -18.3% | -0.6% | -17.6% | -18.3% |
| 6M | +4.4% | +2.4% | +1.9% | +2.6% |
| YTD | -10.7% | +15.5% | -26.1% | -16.2% |
| 1Y | +14.0% | +16.8% | -2.9% | +6.2% |
| 3Y | +406.6% | +75.0% | +331.6% | +306.5% |
| 5Y | -36.8% | +49.3% | -86.1% | -45.9% |
| 10Y | -56.2% | +113.5% | -169.6% | -67.2% |
| All | +155.2% | +2,071.0% | -1,915.8% | -13.6% |
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