+147.5%
GE vs LUMN
-55.8%
+203.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -4.0% | +2.5% | -6.5% | -4.3% |
| 30D | -11.4% | +10.3% | -21.7% | -12.7% |
| 3M | -2.6% | -18.3% | +15.6% | -0.5% |
| 6M | -0.3% | +4.4% | -4.7% | -2.4% |
| YTD | +5.4% | -10.7% | +16.0% | +4.1% |
| 1Y | +15.5% | +14.0% | +1.6% | +8.6% |
| 3Y | +260.8% | +406.6% | -145.8% | +113.4% |
| 5Y | +421.6% | -36.8% | +458.4% | +438.9% |
| All | +147.5% | -55.8% | +203.3% | +130.3% |
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