+724.9%
DELL vs LUMN
+385.3%
+339.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.9% | +10.1% | +11.8% |
| 7D | +8.2% | +2.5% | +5.7% | +8.0% |
| 30D | +17.1% | +10.3% | +6.8% | +16.3% |
| 3M | +45.2% | -18.3% | +63.4% | +46.7% |
| 6M | +286.8% | +4.4% | +282.4% | +286.4% |
| YTD | +354.8% | -10.7% | +365.5% | +355.6% |
| 1Y | +358.3% | +14.0% | +344.3% | +353.8% |
| 3Y | +724.9% | +406.6% | +318.3% | +758.1% |
| All | +724.9% | +385.3% | +339.6% | +758.1% |
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