-13.2%
SRE vs LUMN
-63.6%
+50.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.1% |
| 7D | -9.2% | -18.2% | +9.1% | -8.7% |
| 30D | -1.9% | -32.5% | +30.6% | -1.0% |
| 3M | -6.5% | -32.4% | +25.8% | -5.8% |
| 6M | -15.2% | -59.3% | +44.1% | -13.5% |
| YTD | -9.5% | -48.6% | +39.2% | -8.7% |
| 1Y | -13.2% | -63.5% | +50.3% | -13.1% |
| All | -13.2% | -63.6% | +50.4% | -13.1% |
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