+755.6%
GOOGL vs LUMN
-55.8%
+811.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.6% |
| 7D | 0.0% | +2.5% | -2.5% | -0.2% |
| 30D | -1.4% | +10.3% | -11.7% | -2.3% |
| 3M | -5.3% | -18.3% | +12.9% | -4.0% |
| 6M | +9.8% | +4.4% | +5.4% | +8.7% |
| YTD | +8.4% | -10.7% | +19.0% | +7.8% |
| 1Y | +41.2% | +14.0% | +27.2% | +36.7% |
| 3Y | +149.6% | +406.6% | -257.0% | +87.3% |
| 5Y | +142.6% | -36.8% | +179.4% | +154.2% |
| All | +755.6% | -55.8% | +811.4% | +751.1% |
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 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