+2.0%
FISV vs LUMN
-55.8%
+57.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +5.3% |
| 7D | -2.7% | +2.5% | -5.2% | -2.9% |
| 30D | 0.0% | +10.3% | -10.3% | -0.7% |
| 3M | -2.8% | -18.3% | +15.5% | -1.7% |
| 6M | -11.8% | +4.4% | -16.2% | -12.9% |
| YTD | -23.2% | -10.7% | -12.5% | -23.8% |
| 1Y | -62.0% | +14.0% | -75.9% | -63.7% |
| 3Y | -57.6% | +406.6% | -464.2% | -69.5% |
| 5Y | -53.4% | -36.8% | -16.6% | -53.2% |
| All | +2.0% | -55.8% | +57.8% | -6.4% |
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