-28.5%
AAL vs LUMN
-30.8%
+2.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.7% |
| 7D | -0.9% | +2.5% | -3.4% | -1.6% |
| 30D | -12.9% | +10.3% | -23.2% | -15.3% |
| 3M | -11.2% | -18.3% | +7.1% | -7.3% |
| 6M | +17.8% | +4.4% | +13.5% | +13.4% |
| YTD | -15.1% | -10.7% | -4.5% | -17.2% |
| 1Y | +0.5% | +14.0% | -13.5% | -11.0% |
| 3Y | -7.7% | +406.6% | -414.2% | -68.4% |
| 5Y | -31.3% | -36.8% | +5.5% | -41.5% |
| 10Y | -64.9% | -56.2% | -8.8% | -70.5% |
| All | -28.5% | -30.8% | +2.3% | -63.7% |
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 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