+336.8%
AVGO vs LUMN
+385.3%
-48.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | +1.1% | +2.5% | -1.4% | +0.9% |
| 30D | -13.0% | +10.3% | -23.3% | -13.8% |
| 3M | -6.0% | -18.3% | +12.3% | -4.6% |
| 6M | +6.4% | +4.4% | +2.0% | +5.9% |
| YTD | +5.0% | -10.7% | +15.7% | +5.1% |
| 1Y | +1.4% | +14.0% | -12.6% | -0.2% |
| 3Y | +336.8% | +406.6% | -69.8% | +326.1% |
| All | +336.8% | +385.3% | -48.5% | +326.1% |
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