+136.8%
DELL vs LUMN
-56.8%
+193.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +9.0% | -12.5% | -6.0% |
| 7D | -18.1% | -0.8% | -17.3% | -17.9% |
| 30D | -42.9% | -10.8% | -32.1% | -41.2% |
| 3M | -26.9% | -29.1% | +2.2% | -20.5% |
| 6M | +28.8% | -44.5% | +73.2% | +47.0% |
| YTD | +168.4% | -39.4% | +207.8% | +195.2% |
| 1Y | +136.8% | -55.1% | +191.9% | +166.8% |
| All | +136.8% | -56.8% | +193.6% | +166.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling