+29.9%
FITB vs LUMN
-62.6%
+92.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.0% | +8.6% | -1.7% |
| 7D | -1.8% | -16.9% | +15.1% | -0.8% |
| 30D | +4.8% | -32.7% | +37.5% | +7.0% |
| 3M | -6.4% | -34.5% | +28.1% | -4.4% |
| 6M | +7.9% | -56.9% | +64.8% | +12.6% |
| YTD | +17.0% | -48.8% | +65.8% | +18.5% |
| 1Y | +29.9% | -63.4% | +93.3% | +33.9% |
| All | +29.9% | -62.6% | +92.6% | +33.9% |
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