-39.2%
NRG vs LUMN
-57.1%
+17.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +1.7% |
| 7D | +17.1% | -0.4% | +17.6% | +16.8% |
| 30D | -7.9% | -11.9% | +4.0% | -5.6% |
| 3M | -18.2% | -30.3% | +12.0% | -12.3% |
| 6M | -28.4% | -46.6% | +18.3% | -19.8% |
| YTD | -37.9% | -42.7% | +4.9% | -32.4% |
| 1Y | -39.2% | -51.9% | +12.7% | -33.7% |
| All | -39.2% | -57.1% | +17.9% | -33.7% |
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