+1,065.2%
NRG vs LUMN
-55.8%
+1,121.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.4% |
| 7D | -4.7% | +2.5% | -7.2% | -5.0% |
| 30D | -6.0% | +10.3% | -16.3% | -7.1% |
| 3M | -8.0% | -18.3% | +10.3% | -6.1% |
| 6M | -23.2% | +4.4% | -27.5% | -24.1% |
| YTD | -28.1% | -10.7% | -17.4% | -28.2% |
| 1Y | -27.3% | +14.0% | -41.2% | -29.8% |
| 3Y | +208.7% | +406.6% | -197.9% | +128.3% |
| 5Y | +197.7% | -36.8% | +234.5% | +194.1% |
| All | +1,065.2% | -55.8% | +1,121.0% | +931.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling