+3,950.6%
FDX vs LUMN
+156.1%
+3,794.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | -3.3% | +2.5% | -5.8% | -3.7% |
| 30D | -4.5% | +10.3% | -14.9% | -6.3% |
| 3M | -7.3% | -18.3% | +10.9% | -4.7% |
| 6M | +7.5% | +4.4% | +3.2% | +4.9% |
| YTD | +35.1% | -10.7% | +45.8% | +33.0% |
| 1Y | +71.4% | +14.0% | +57.5% | +58.1% |
| 3Y | +60.8% | +406.6% | -345.8% | -15.5% |
| 5Y | +65.5% | -36.8% | +102.3% | +42.4% |
| 10Y | +181.3% | -56.2% | +237.5% | +139.8% |
| All | +3,950.6% | +156.1% | +3,794.5% | +1,904.1% |
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