+27.9%
ASML vs LUMN
+4.8%
+23.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.8% |
| 7D | +2.8% | 0.0% | +2.8% | +2.7% |
| 30D | -0.2% | +2.6% | -2.8% | -1.4% |
| 3M | -2.6% | -19.6% | +17.0% | +3.3% |
| 6M | +27.9% | +2.7% | +25.1% | +12.4% |
| All | +27.9% | +4.8% | +23.1% | +12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling