+243.8%
HPQ vs LUMN
-55.8%
+299.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.9% | +6.5% | +8.2% |
| 7D | +9.8% | +2.5% | +7.2% | +9.5% |
| 30D | +22.4% | +10.3% | +12.0% | +20.9% |
| 3M | +45.2% | -18.3% | +63.4% | +47.9% |
| 6M | +96.4% | +4.4% | +92.1% | +93.5% |
| YTD | +65.4% | -10.7% | +76.1% | +64.1% |
| 1Y | +31.6% | +14.0% | +17.6% | +25.5% |
| 3Y | +37.0% | +406.6% | -369.5% | -10.6% |
| 5Y | +53.0% | -36.8% | +89.8% | +58.3% |
| All | +243.8% | -55.8% | +299.6% | +221.2% |
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