+228.7%
HL vs LUMN
-37.8%
+266.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.4% |
| 7D | -4.4% | +2.5% | -6.9% | -4.6% |
| 30D | +9.3% | +10.3% | -1.0% | +8.1% |
| 3M | +32.0% | -18.3% | +50.2% | +34.5% |
| 6M | -6.4% | +4.4% | -10.8% | -7.2% |
| YTD | +3.1% | -10.7% | +13.8% | +3.1% |
| 1Y | +77.6% | +14.0% | +63.6% | +72.1% |
| 3Y | +392.8% | +406.6% | -13.7% | +254.7% |
| All | +228.7% | -37.8% | +266.5% | +292.9% |
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