+1,440.5%
FANG vs LUMN
-59.4%
+1,499.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | +2.9% | +2.5% | +0.4% | +2.6% |
| 30D | +2.6% | +10.3% | -7.7% | +1.2% |
| 3M | +7.6% | -18.3% | +25.8% | +9.9% |
| 6M | +17.3% | +4.4% | +13.0% | +14.8% |
| YTD | +38.7% | -10.7% | +49.4% | +36.7% |
| 1Y | +51.6% | +14.0% | +37.7% | +41.8% |
| 3Y | +50.0% | +406.6% | -356.6% | -12.2% |
| 5Y | +237.6% | -36.8% | +274.4% | +234.7% |
| 10Y | +180.7% | -56.2% | +236.9% | +174.6% |
| All | +1,440.5% | -59.4% | +1,499.9% | +1,324.6% |
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