+1,884.6%
XEL vs LUMN
+156.1%
+1,728.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -0.3% | +2.5% | -2.8% | -0.5% |
| 30D | -3.9% | +10.3% | -14.3% | -4.9% |
| 3M | -2.8% | -18.3% | +15.4% | -1.4% |
| 6M | -5.4% | +4.4% | -9.8% | -6.8% |
| YTD | +3.8% | -10.7% | +14.4% | +2.7% |
| 1Y | +6.8% | +14.0% | -7.1% | +1.9% |
| 3Y | +45.6% | +406.6% | -361.0% | +0.1% |
| 5Y | +30.7% | -36.8% | +67.5% | +20.5% |
| 10Y | +151.7% | -56.2% | +207.9% | +128.4% |
| All | +1,884.6% | +156.1% | +1,728.5% | +1,157.9% |
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