+572.7%
HAL vs LUMN
+156.1%
+416.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | -3.3% | +2.5% | -5.8% | -3.8% |
| 30D | +8.2% | +10.3% | -2.2% | +5.9% |
| 3M | -9.4% | -18.3% | +8.8% | -6.5% |
| 6M | +0.6% | +4.4% | -3.7% | -2.4% |
| YTD | +28.6% | -10.7% | +39.3% | +25.9% |
| 1Y | +63.9% | +14.0% | +49.9% | +49.1% |
| 3Y | -7.1% | +406.6% | -413.7% | -56.5% |
| 5Y | +102.3% | -36.8% | +139.1% | +68.6% |
| 10Y | +3.7% | -56.2% | +59.8% | -11.2% |
| All | +572.7% | +156.1% | +416.5% | +276.7% |
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