-12.1%
DOW vs LUMN
-21.2%
+9.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.3% |
| 7D | -1.4% | +2.5% | -3.9% | -1.7% |
| 30D | -3.9% | +10.3% | -14.3% | -5.3% |
| 3M | -12.7% | -18.3% | +5.6% | -10.8% |
| 6M | -13.7% | +4.4% | -18.0% | -15.6% |
| YTD | +28.4% | -10.7% | +39.1% | +26.5% |
| 1Y | +21.8% | +14.0% | +7.8% | +14.3% |
| 3Y | -35.7% | +406.6% | -442.3% | -61.6% |
| 5Y | -36.8% | -36.8% | 0.0% | -32.5% |
| All | -12.1% | -21.2% | +9.2% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling