-93.8%
HTZ vs LUMN
-65.4%
-28.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -5.5% | +14.9% | +10.0% |
| 7D | -27.4% | -0.4% | -27.0% | -27.4% |
| 30D | -11.4% | -11.9% | +0.5% | -10.2% |
| 3M | -33.1% | -30.3% | -2.8% | -30.3% |
| 6M | -73.5% | -46.6% | -26.9% | -71.8% |
| YTD | -68.1% | -42.7% | -25.4% | -66.7% |
| 1Y | -74.3% | -51.9% | -22.4% | -72.7% |
| 3Y | -80.9% | +273.9% | -354.8% | -87.6% |
| 5Y | -93.8% | -66.0% | -27.8% | -91.8% |
| All | -93.8% | -65.4% | -28.4% | -91.8% |
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 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