+22.9%
BABA vs LUMN
-66.2%
+89.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.9% | -1.4% | -1.5% | -2.8% |
| 30D | -15.1% | +6.7% | -21.8% | -15.7% |
| 3M | -5.0% | -17.6% | +12.5% | -3.8% |
| 6M | -19.9% | +1.6% | -21.6% | -20.6% |
| YTD | -25.3% | -12.4% | -12.9% | -25.4% |
| 1Y | -23.9% | +10.9% | -34.8% | -25.8% |
| 3Y | +28.1% | +379.6% | -351.5% | -1.4% |
| 5Y | -31.4% | -38.0% | +6.6% | -32.7% |
| 10Y | +15.8% | -57.0% | +72.8% | +12.1% |
| All | +22.9% | -66.2% | +89.0% | +19.6% |
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