+41.5%
HDB vs LUMN
-55.8%
+97.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.9% | +5.0% | +6.8% |
| 7D | +0.7% | +2.5% | -1.8% | +0.6% |
| 30D | +1.0% | +10.3% | -9.3% | +0.4% |
| 3M | -2.0% | -18.3% | +16.3% | -1.1% |
| 6M | -18.1% | +4.4% | -22.5% | -18.7% |
| YTD | -36.1% | -10.7% | -25.4% | -36.4% |
| 1Y | -34.0% | +14.0% | -48.0% | -35.6% |
| 3Y | -26.7% | +406.6% | -433.3% | -40.5% |
| 5Y | -33.9% | -36.8% | +2.9% | -33.5% |
| All | +41.5% | -55.8% | +97.3% | +32.2% |
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 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