+14.6%
AMCR vs LUMN
-55.8%
+70.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.7% |
| 7D | -6.3% | +2.5% | -8.8% | -6.5% |
| 30D | -7.8% | +10.3% | -18.1% | -8.6% |
| 3M | +7.5% | -18.3% | +25.8% | +8.9% |
| 6M | +2.7% | +4.4% | -1.7% | +1.6% |
| YTD | +6.0% | -10.7% | +16.7% | +5.3% |
| 1Y | +7.8% | +14.0% | -6.2% | +3.8% |
| 3Y | +5.8% | +406.6% | -400.8% | -23.9% |
| 5Y | -11.6% | -36.8% | +25.2% | -13.6% |
| All | +14.6% | -55.8% | +70.4% | +3.6% |
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