+74.0%
ALB vs LUMN
-55.8%
+129.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -3.7% |
| 7D | -6.6% | +2.5% | -9.1% | -7.0% |
| 30D | -8.1% | +10.3% | -18.5% | -9.5% |
| 3M | -25.7% | -18.3% | -7.4% | -24.0% |
| 6M | -29.5% | +4.4% | -33.8% | -30.8% |
| YTD | -16.2% | -10.7% | -5.5% | -17.0% |
| 1Y | +59.2% | +14.0% | +45.3% | +50.1% |
| 3Y | -33.7% | +406.6% | -440.3% | -60.2% |
| 5Y | -48.1% | -36.8% | -11.3% | -48.9% |
| All | +74.0% | -55.8% | +129.8% | +55.5% |
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