+390.3%
GDDY vs LUMN
-60.3%
+450.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.6% |
| 7D | -3.2% | +2.5% | -5.7% | -3.4% |
| 30D | +6.8% | +10.3% | -3.5% | +5.8% |
| 3M | +30.5% | -18.3% | +48.7% | +32.3% |
| 6M | +13.3% | +4.4% | +9.0% | +11.4% |
| YTD | -21.0% | -10.7% | -10.3% | -21.8% |
| 1Y | -34.0% | +14.0% | -48.0% | -36.9% |
| 3Y | +33.1% | +406.6% | -373.5% | -6.4% |
| 5Y | +30.3% | -36.8% | +67.1% | +30.0% |
| 10Y | +205.5% | -56.2% | +261.7% | +199.7% |
| All | +390.3% | -60.3% | +450.6% | +473.9% |
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