+4.5%
HD vs LUMN
-37.8%
+42.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | -3.8% | +2.5% | -6.3% | -4.0% |
| 30D | -9.4% | +10.3% | -19.8% | -10.0% |
| 3M | -4.6% | -18.3% | +13.7% | -3.7% |
| 6M | -10.1% | +4.4% | -14.5% | -10.9% |
| YTD | -8.3% | -10.7% | +2.4% | -8.8% |
| 1Y | -25.0% | +14.0% | -39.0% | -27.2% |
| 3Y | +1.5% | +406.6% | -405.0% | -23.0% |
| All | +4.5% | -37.8% | +42.3% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling