+56.1%
FDX vs LUMN
-62.6%
+118.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -11.0% | +7.1% | -3.2% |
| 7D | +2.9% | -16.9% | +19.8% | +3.9% |
| 30D | +9.6% | -32.7% | +42.3% | +11.7% |
| 3M | +2.4% | -34.5% | +36.9% | +4.4% |
| 6M | +9.2% | -56.9% | +66.1% | +13.5% |
| YTD | +37.7% | -48.8% | +86.5% | +41.1% |
| 1Y | +56.1% | -63.4% | +119.5% | +53.7% |
| All | +56.1% | -62.6% | +118.7% | +53.7% |
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