+369.5%
ALAB vs LUMN
+310.7%
+58.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.4% | +2.1% |
| 7D | -6.2% | +2.5% | -8.7% | -6.4% |
| 30D | -8.7% | +10.3% | -19.0% | -9.8% |
| 3M | -20.7% | -18.3% | -2.5% | -19.1% |
| 6M | +133.5% | +4.4% | +129.2% | +133.9% |
| YTD | +75.1% | -10.7% | +85.7% | +76.3% |
| 1Y | +25.0% | +14.0% | +11.1% | +24.9% |
| All | +369.5% | +310.7% | +58.8% | +414.7% |
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