+761.8%
HPE vs LUMN
-50.7%
+812.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.9% | +10.5% | +12.1% |
| 7D | +19.4% | +2.5% | +16.9% | +19.0% |
| 30D | +5.6% | +10.3% | -4.7% | +4.0% |
| 3M | +33.1% | -18.3% | +51.3% | +36.8% |
| 6M | +192.5% | +4.4% | +188.1% | +188.8% |
| YTD | +160.9% | -10.7% | +171.6% | +159.9% |
| 1Y | +155.0% | +14.0% | +141.0% | +141.5% |
| 3Y | +289.4% | +406.6% | -117.2% | +135.9% |
| 5Y | +395.7% | -36.8% | +432.5% | +410.4% |
| 10Y | +574.8% | -56.2% | +631.0% | +577.0% |
| All | +761.8% | -50.7% | +812.5% | +707.9% |
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 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