+30.9%
BABA vs LUMN
+385.3%
-354.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -3.5% | +2.5% | -6.0% | -3.6% |
| 30D | -12.7% | +10.3% | -23.0% | -13.2% |
| 3M | -3.0% | -18.3% | +15.2% | -2.2% |
| 6M | -19.1% | +4.4% | -23.4% | -19.5% |
| YTD | -24.7% | -10.7% | -14.1% | -24.8% |
| 1Y | -29.0% | +14.0% | -43.0% | -29.8% |
| 3Y | +30.9% | +406.6% | -375.6% | +19.5% |
| All | +30.9% | +385.3% | -354.4% | +19.5% |
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