+392.5%
AMD vs LUMN
-37.8%
+430.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.3% |
| 7D | +8.1% | +2.5% | +5.6% | +7.7% |
| 30D | +6.9% | +10.3% | -3.5% | +5.6% |
| 3M | +5.7% | -18.3% | +23.9% | +8.0% |
| 6M | +152.0% | +4.4% | +147.6% | +151.1% |
| YTD | +141.0% | -10.7% | +151.7% | +143.3% |
| 1Y | +231.6% | +14.0% | +217.6% | +227.8% |
| 3Y | +390.1% | +406.6% | -16.5% | +317.9% |
| All | +392.5% | -37.8% | +430.3% | +678.2% |
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 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