+284.0%
FITB vs LUMN
-55.8%
+339.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | -0.3% | +2.5% | -2.8% | -0.6% |
| 30D | -5.7% | +10.3% | -16.0% | -7.1% |
| 3M | +3.2% | -18.3% | +21.4% | +5.6% |
| 6M | +23.4% | +4.4% | +19.0% | +20.8% |
| YTD | +18.8% | -10.7% | +29.5% | +17.2% |
| 1Y | +25.0% | +14.0% | +11.0% | +16.5% |
| 3Y | +131.2% | +406.6% | -275.4% | +28.7% |
| 5Y | +70.7% | -36.8% | +107.5% | +64.6% |
| All | +284.0% | -55.8% | +339.8% | +230.0% |
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