+1,489.3%
NRG vs LUMN
-28.4%
+1,517.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.3% |
| 7D | -4.7% | +2.5% | -7.2% | -5.1% |
| 30D | -6.0% | +10.3% | -16.3% | -7.6% |
| 3M | -8.0% | -18.3% | +10.3% | -5.2% |
| 6M | -23.2% | +4.4% | -27.5% | -24.8% |
| YTD | -28.1% | -10.7% | -17.4% | -28.5% |
| 1Y | -27.3% | +14.0% | -41.2% | -31.5% |
| 3Y | +208.7% | +406.6% | -197.9% | +75.6% |
| 5Y | +197.7% | -36.8% | +234.5% | +178.5% |
| 10Y | +1,103.3% | -56.2% | +1,159.5% | +994.9% |
| All | +1,489.3% | -28.4% | +1,517.7% | +1,020.3% |
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