+113.0%
AXP vs LUMN
+385.3%
-272.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.1% |
| 7D | -0.5% | +2.5% | -3.0% | -0.6% |
| 30D | -5.6% | +10.3% | -16.0% | -6.3% |
| 3M | +2.2% | -18.3% | +20.5% | +3.4% |
| 6M | +6.7% | +4.4% | +2.4% | +5.7% |
| YTD | -11.5% | -10.7% | -0.8% | -12.0% |
| 1Y | -0.4% | +14.0% | -14.3% | -3.3% |
| 3Y | +113.0% | +406.6% | -293.6% | +79.1% |
| All | +113.0% | +385.3% | -272.3% | +79.1% |
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