+118.2%
SRE vs LUMN
-55.8%
+174.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -0.8% | +2.5% | -3.3% | -1.0% |
| 30D | -3.0% | +10.3% | -13.3% | -3.7% |
| 3M | -8.3% | -18.3% | +9.9% | -7.3% |
| 6M | -8.9% | +4.4% | -13.3% | -9.9% |
| YTD | -4.3% | -10.7% | +6.4% | -4.9% |
| 1Y | +2.7% | +14.0% | -11.2% | -0.5% |
| 3Y | +28.7% | +406.6% | -377.9% | -2.1% |
| 5Y | +47.1% | -36.8% | +83.9% | +50.4% |
| All | +118.2% | -55.8% | +174.1% | +106.0% |
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