+155.9%
ALLE vs LUMN
-55.8%
+211.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.2% |
| 7D | -2.4% | +2.5% | -4.9% | -2.6% |
| 30D | -7.7% | +10.3% | -18.0% | -8.6% |
| 3M | +15.2% | -18.3% | +33.4% | +16.9% |
| 6M | +5.4% | +4.4% | +1.0% | +3.9% |
| YTD | -2.9% | -10.7% | +7.8% | -3.7% |
| 1Y | -12.8% | +14.0% | -26.7% | -16.6% |
| 3Y | +47.2% | +406.6% | -359.4% | -1.3% |
| 5Y | +13.5% | -36.8% | +50.3% | +12.6% |
| All | +155.9% | -55.8% | +211.7% | +133.5% |
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