+379.9%
CSCO vs LUMN
-55.8%
+435.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.2% |
| 7D | +2.7% | +2.5% | +0.2% | +2.4% |
| 30D | -9.5% | +10.3% | -19.8% | -10.5% |
| 3M | -7.6% | -18.3% | +10.6% | -6.0% |
| 6M | +44.9% | +4.4% | +40.5% | +43.3% |
| YTD | +47.7% | -10.7% | +58.4% | +47.1% |
| 1Y | +69.1% | +14.0% | +55.1% | +62.6% |
| 3Y | +113.5% | +406.6% | -293.0% | +49.1% |
| 5Y | +122.8% | -36.8% | +159.6% | +128.5% |
| All | +379.9% | -55.8% | +435.8% | +354.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling