+2,887.9%
FITB vs LUMN
+156.1%
+2,731.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.1% |
| 7D | -0.3% | +2.5% | -2.8% | -0.9% |
| 30D | -5.7% | +10.3% | -16.0% | -8.0% |
| 3M | +3.2% | -18.3% | +21.4% | +6.9% |
| 6M | +23.4% | +4.4% | +19.0% | +19.0% |
| YTD | +18.8% | -10.7% | +29.5% | +15.8% |
| 1Y | +25.0% | +14.0% | +11.0% | +11.3% |
| 3Y | +131.2% | +406.6% | -275.4% | -5.3% |
| 5Y | +70.7% | -36.8% | +107.5% | +34.1% |
| 10Y | +289.4% | -56.2% | +345.6% | +205.2% |
| All | +2,887.9% | +156.1% | +2,731.8% | +1,313.7% |
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