+206.4%
HD vs LUMN
-55.8%
+262.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -3.8% | +2.5% | -6.3% | -4.0% |
| 30D | -9.4% | +10.3% | -19.8% | -10.3% |
| 3M | -4.6% | -18.3% | +13.7% | -3.2% |
| 6M | -10.1% | +4.4% | -14.5% | -11.3% |
| YTD | -8.3% | -10.7% | +2.4% | -9.1% |
| 1Y | -25.0% | +14.0% | -39.0% | -28.3% |
| 3Y | +1.5% | +406.6% | -405.0% | -31.0% |
| 5Y | +5.6% | -36.8% | +42.4% | +4.5% |
| All | +206.4% | -55.8% | +262.2% | +185.7% |
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 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