+50.2%
FTNT vs LUMN
-56.8%
+107.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.0% | -8.1% | +0.6% |
| 7D | -3.5% | -0.8% | -2.7% | -3.7% |
| 30D | -36.5% | -10.8% | -25.8% | -36.5% |
| 3M | -24.7% | -29.1% | +4.3% | -24.5% |
| 6M | +8.3% | -44.5% | +52.8% | +8.8% |
| YTD | +55.6% | -39.4% | +95.0% | +50.1% |
| 1Y | +50.2% | -55.1% | +105.3% | +44.8% |
| All | +50.2% | -56.8% | +107.0% | +44.8% |
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