+33.2%
DIS vs LUMN
+385.3%
-352.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | +1.2% | +2.5% | -1.3% | +1.1% |
| 30D | +3.2% | +10.3% | -7.1% | +2.8% |
| 3M | +7.0% | -18.3% | +25.3% | +7.8% |
| 6M | +6.4% | +4.4% | +2.1% | +5.8% |
| YTD | -5.6% | -10.7% | +5.1% | -6.0% |
| 1Y | -7.7% | +14.0% | -21.6% | -9.6% |
| 3Y | +33.2% | +406.6% | -373.4% | +18.5% |
| All | +33.2% | +385.3% | -352.1% | +18.5% |
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 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