+147.8%
XEL vs LUMN
-55.8%
+203.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -0.3% | +2.5% | -2.8% | -0.4% |
| 30D | -3.9% | +10.3% | -14.3% | -4.4% |
| 3M | -2.8% | -18.3% | +15.4% | -2.1% |
| 6M | -5.4% | +4.4% | -9.8% | -6.1% |
| YTD | +3.8% | -10.7% | +14.4% | +3.3% |
| 1Y | +6.8% | +14.0% | -7.1% | +4.2% |
| 3Y | +45.6% | +406.6% | -361.0% | +16.6% |
| 5Y | +30.7% | -36.8% | +67.5% | +32.4% |
| All | +147.8% | -55.8% | +203.6% | +132.7% |
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 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