+22.7%
ALAB vs LUMN
-58.0%
+80.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.9% | +1.5% | -1.8% |
| 7D | -24.9% | -6.9% | -18.0% | -22.5% |
| 30D | -38.4% | -20.5% | -17.9% | -31.7% |
| 3M | -38.3% | -33.4% | -4.9% | -26.8% |
| 6M | +10.9% | -52.1% | +63.0% | +49.0% |
| YTD | +34.2% | -42.5% | +76.7% | +61.7% |
| All | +22.7% | -58.0% | +80.7% | +49.8% |
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