+177.2%
FDX vs LUMN
-55.8%
+233.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -3.3% | +2.5% | -5.8% | -3.5% |
| 30D | -4.5% | +10.3% | -14.9% | -5.7% |
| 3M | -7.3% | -18.3% | +10.9% | -5.7% |
| 6M | +7.5% | +4.4% | +3.2% | +6.0% |
| YTD | +35.1% | -10.7% | +45.8% | +34.0% |
| 1Y | +71.4% | +14.0% | +57.5% | +63.1% |
| 3Y | +60.8% | +406.6% | -345.8% | +6.1% |
| 5Y | +65.5% | -36.8% | +102.3% | +67.3% |
| All | +177.2% | -55.8% | +233.0% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling