+13,449.8%
GOOG vs LUMN
-26.1%
+13,475.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.3% |
| 7D | 0.0% | +2.5% | -2.5% | -0.3% |
| 30D | -2.0% | +10.3% | -12.3% | -3.4% |
| 3M | -5.9% | -18.3% | +12.4% | -3.8% |
| 6M | +8.9% | +4.4% | +4.5% | +7.1% |
| YTD | +7.1% | -10.7% | +17.8% | +6.1% |
| 1Y | +39.7% | +14.0% | +25.7% | +32.4% |
| 3Y | +145.8% | +406.6% | -260.7% | +52.1% |
| 5Y | +138.6% | -36.8% | +175.4% | +132.7% |
| 10Y | +791.5% | -56.2% | +847.7% | +753.3% |
| All | +13,449.8% | -26.1% | +13,475.9% | +9,769.9% |
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