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  • FLEX vs LUMN✓SelectedUSD · LUMNFLEX vs LUMN performance historyLatest closeAs of+7.19%09/11
Stock and ETF performance explorer

FLEX vs LUMN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,376.7%
LUMN return
+125.4%
Excess return
+8,251.2%
Maximum drawdown
-96.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLUMNExcessAlpha
1D+7.2%+1.9%+5.3%+6.7%
7D+5.7%+2.5%+3.2%+5.0%
30D-7.0%+10.3%-17.4%-9.6%
3M-23.8%-18.3%-5.6%-19.7%
6M+82.6%+4.4%+78.3%+80.1%
YTD+91.6%-10.7%+102.3%+93.3%
1Y+100.6%+14.0%+86.6%+85.6%
3Y+479.8%+406.6%+73.2%+136.4%
5Y+746.5%-36.8%+783.3%+609.0%
10Y+1,119.4%-56.2%+1,175.5%+892.8%
All+8,376.7%+125.4%+8,251.2%+3,580.9%

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 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