+2,123.1%
CMCSA vs LUMN
+156.1%
+1,967.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | -4.9% | +2.5% | -7.4% | -5.3% |
| 30D | -1.1% | +10.3% | -11.4% | -3.0% |
| 3M | +6.6% | -18.3% | +24.8% | +9.5% |
| 6M | -15.5% | +4.4% | -19.8% | -17.9% |
| YTD | -6.7% | -10.7% | +4.0% | -8.7% |
| 1Y | -15.6% | +14.0% | -29.6% | -23.2% |
| 3Y | -33.7% | +406.6% | -440.3% | -67.9% |
| 5Y | -46.6% | -36.8% | -9.8% | -55.1% |
| 10Y | +7.1% | -56.2% | +63.3% | -12.2% |
| All | +2,123.1% | +156.1% | +1,967.0% | +698.7% |
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