+22.1%
ALNY vs LUMN
+385.3%
-363.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -6.5% | +2.5% | -9.1% | -6.6% |
| 30D | +11.0% | +10.3% | +0.7% | +10.8% |
| 3M | -14.1% | -18.3% | +4.2% | -13.7% |
| 6M | -22.4% | +4.4% | -26.8% | -22.7% |
| YTD | -37.5% | -10.7% | -26.8% | -37.6% |
| 1Y | -46.9% | +14.0% | -60.9% | -47.4% |
| 3Y | +22.1% | +406.6% | -384.5% | +18.7% |
| All | +22.1% | +385.3% | -363.2% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling