+8.3%
DIS vs LUMN
-59.3%
+67.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.9% | +10.1% | +4.3% |
| 7D | +9.1% | -6.9% | +16.0% | +9.2% |
| 30D | +14.8% | -20.5% | +35.3% | +15.3% |
| 3M | +21.2% | -33.4% | +54.5% | +22.3% |
| 6M | +18.3% | -52.1% | +70.4% | +21.3% |
| YTD | +5.4% | -42.5% | +47.8% | +4.8% |
| 1Y | +8.3% | -57.6% | +65.8% | +7.5% |
| All | +8.3% | -59.3% | +67.5% | +7.5% |
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