+4,906.6%
GLW vs LUMN
+156.1%
+4,750.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.6% |
| 7D | +7.8% | +2.5% | +5.3% | +7.3% |
| 30D | -0.4% | +10.3% | -10.8% | -2.6% |
| 3M | -5.6% | -18.3% | +12.7% | -1.4% |
| 6M | +26.7% | +4.4% | +22.4% | +25.4% |
| YTD | +91.0% | -10.7% | +101.7% | +92.3% |
| 1Y | +122.4% | +14.0% | +108.5% | +109.2% |
| 3Y | +471.0% | +406.6% | +64.4% | +187.9% |
| 5Y | +385.6% | -36.8% | +422.4% | +321.6% |
| 10Y | +856.1% | -56.2% | +912.3% | +715.9% |
| All | +4,906.6% | +156.1% | +4,750.5% | +2,400.1% |
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