+780.7%
HBAN vs LUMN
+156.1%
+624.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.4% |
| 7D | -1.0% | +2.5% | -3.5% | -1.5% |
| 30D | -5.6% | +10.3% | -15.9% | -7.8% |
| 3M | -1.1% | -18.3% | +17.1% | +2.4% |
| 6M | +9.9% | +4.4% | +5.5% | +6.3% |
| YTD | -0.9% | -10.7% | +9.7% | -3.4% |
| 1Y | -1.4% | +14.0% | -15.4% | -12.0% |
| 3Y | +78.2% | +406.6% | -328.4% | -23.5% |
| 5Y | +37.0% | -36.8% | +73.8% | +9.1% |
| 10Y | +158.9% | -56.2% | +215.1% | +106.0% |
| All | +780.7% | +156.1% | +624.5% | +343.1% |
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