+92.4%
FOXA vs LUMN
-24.5%
+116.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.9% |
| 7D | +0.8% | +2.5% | -1.7% | +0.5% |
| 30D | +5.0% | +10.3% | -5.3% | +3.8% |
| 3M | -3.0% | -18.3% | +15.2% | -1.2% |
| 6M | +14.8% | +4.4% | +10.4% | +12.4% |
| YTD | -8.9% | -10.7% | +1.8% | -10.1% |
| 1Y | +13.3% | +14.0% | -0.6% | +6.5% |
| 3Y | +115.4% | +406.6% | -291.2% | +30.7% |
| 5Y | +95.3% | -36.8% | +132.1% | +111.5% |
| All | +92.4% | -24.5% | +116.8% | +75.9% |
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 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