+5,436.0%
HON vs LUMN
+156.1%
+5,279.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | -3.5% | +2.5% | -6.0% | -3.9% |
| 30D | -13.8% | +10.3% | -24.1% | -15.2% |
| 3M | -11.7% | -18.3% | +6.6% | -9.4% |
| 6M | -18.7% | +4.4% | -23.1% | -20.5% |
| YTD | +0.2% | -10.7% | +10.9% | -1.1% |
| 1Y | -3.1% | +14.0% | -17.0% | -9.9% |
| 3Y | +17.0% | +406.6% | -389.6% | -36.7% |
| 5Y | +2.0% | -36.8% | +38.8% | -11.2% |
| 10Y | +135.4% | -56.2% | +191.6% | +101.4% |
| All | +5,436.0% | +156.1% | +5,279.8% | +2,709.6% |
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