-4.6%
HD vs LUMN
-59.3%
+54.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.9% | +12.4% | +6.7% |
| 7D | +11.9% | -6.9% | +18.8% | +12.1% |
| 30D | +26.4% | -20.5% | +46.9% | +27.1% |
| 3M | +2.8% | -33.4% | +36.2% | +3.9% |
| 6M | +15.5% | -52.1% | +67.6% | +17.9% |
| YTD | +5.5% | -42.5% | +48.0% | +5.3% |
| 1Y | -4.6% | -57.6% | +53.0% | -2.8% |
| All | -4.6% | -59.3% | +54.7% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling