+101.1%
AKAM vs LUMN
-55.8%
+157.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | +1.5% | +2.5% | -1.0% | +1.2% |
| 30D | -13.0% | +10.3% | -23.4% | -13.9% |
| 3M | -19.4% | -18.3% | -1.1% | -17.9% |
| 6M | +0.3% | +4.4% | -4.1% | -0.6% |
| YTD | +22.4% | -10.7% | +33.1% | +22.4% |
| 1Y | +34.8% | +14.0% | +20.9% | +30.3% |
| 3Y | +1.9% | +406.6% | -404.6% | -25.1% |
| 5Y | -4.6% | -36.8% | +32.2% | -4.3% |
| All | +101.1% | -55.8% | +157.0% | +99.2% |
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