+256.5%
ALLE vs LUMN
-54.5%
+311.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.8% | -1.4% | -1.3% | -2.6% |
| 30D | -10.2% | +6.7% | -16.9% | -10.9% |
| 3M | +17.4% | -17.6% | +35.0% | +19.2% |
| 6M | +3.3% | +1.6% | +1.7% | +2.0% |
| YTD | -4.2% | -12.4% | +8.1% | -5.0% |
| 1Y | -10.5% | +10.9% | -21.5% | -14.5% |
| 3Y | +45.4% | +379.6% | -334.2% | -4.6% |
| 5Y | +11.9% | -38.0% | +49.9% | +9.9% |
| 10Y | +154.5% | -57.0% | +211.5% | +142.4% |
| All | +256.5% | -54.5% | +311.0% | +209.2% |
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 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