+634.9%
HLT vs LUMN
-52.1%
+687.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -1.6% | +2.5% | -4.1% | -1.8% |
| 30D | -5.0% | +10.3% | -15.4% | -6.0% |
| 3M | -10.4% | -18.3% | +7.9% | -9.1% |
| 6M | +3.2% | +4.4% | -1.1% | +1.8% |
| YTD | +6.7% | -10.7% | +17.4% | +5.9% |
| 1Y | +10.3% | +14.0% | -3.7% | +5.5% |
| 3Y | +99.3% | +406.6% | -307.2% | +41.5% |
| 5Y | +143.7% | -36.8% | +180.5% | +142.5% |
| 10Y | +584.7% | -56.2% | +640.9% | +569.1% |
| All | +634.9% | -52.1% | +687.0% | +578.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling