+2.1%
AAL vs LUMN
+42.5%
-40.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.3% | +1.5% |
| 7D | -3.7% | +12.1% | -15.8% | -5.1% |
| 30D | -20.8% | +11.3% | -32.2% | -22.0% |
| 3M | -1.3% | -31.6% | +30.3% | +2.7% |
| 6M | +5.4% | -2.7% | +8.1% | +4.6% |
| YTD | -14.4% | -12.9% | -1.5% | -16.0% |
| 1Y | +2.1% | +36.2% | -34.1% | -1.4% |
| All | +2.1% | +42.5% | -40.4% | -1.4% |
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