+2,072.5%
FTNT vs LUMN
-55.8%
+2,128.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.9% |
| 7D | -0.1% | +2.5% | -2.7% | -0.4% |
| 30D | -3.0% | +10.3% | -13.3% | -4.1% |
| 3M | +7.6% | -18.3% | +25.8% | +9.4% |
| 6M | +87.0% | +4.4% | +82.6% | +83.4% |
| YTD | +96.5% | -10.7% | +107.2% | +94.1% |
| 1Y | +92.9% | +14.0% | +79.0% | +83.3% |
| 3Y | +139.8% | +406.6% | -266.7% | +78.6% |
| 5Y | +151.3% | -36.8% | +188.1% | +152.3% |
| All | +2,072.5% | -55.8% | +2,128.3% | +1,893.0% |
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