-7.7%
DIS vs LUMN
+11.9%
-19.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.7% |
| 7D | +1.2% | +2.5% | -1.3% | +1.1% |
| 30D | +3.2% | +10.3% | -7.1% | +3.0% |
| 3M | +7.0% | -18.3% | +25.3% | +7.9% |
| 6M | +6.4% | +4.4% | +2.1% | +6.3% |
| YTD | -5.6% | -10.7% | +5.1% | -6.3% |
| 1Y | -7.7% | +14.0% | -21.6% | -9.7% |
| All | -7.7% | +11.9% | -19.6% | -9.7% |
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 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