+241.2%
AMAT vs LUMN
-37.8%
+279.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | +0.4% | +2.5% | -2.1% | +0.1% |
| 30D | -16.6% | +10.3% | -27.0% | -17.7% |
| 3M | -17.3% | -18.3% | +0.9% | -15.6% |
| 6M | +30.3% | +4.4% | +26.0% | +29.5% |
| YTD | +78.3% | -10.7% | +88.9% | +78.8% |
| 1Y | +169.8% | +14.0% | +155.8% | +164.2% |
| 3Y | +218.5% | +406.6% | -188.0% | +147.0% |
| All | +241.2% | -37.8% | +279.0% | +396.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling