+6,497.9%
AXP vs LUMN
+151.3%
+6,346.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.8% | -1.4% | -1.3% | -2.5% |
| 30D | -5.9% | +6.7% | -12.6% | -7.4% |
| 3M | +2.6% | -17.6% | +20.2% | +5.9% |
| 6M | +6.4% | +1.6% | +4.8% | +3.5% |
| YTD | -12.6% | -12.4% | -0.2% | -14.2% |
| 1Y | +0.2% | +10.9% | -10.7% | -9.2% |
| 3Y | +110.9% | +379.6% | -268.6% | -4.3% |
| 5Y | +114.7% | -38.0% | +152.7% | +76.3% |
| 10Y | +465.1% | -57.0% | +522.1% | +356.9% |
| All | +6,497.9% | +151.3% | +6,346.6% | +2,871.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling