-86.9%
HTZ vs LUMN
-38.3%
-48.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.6% | -7.8% | -5.6% |
| 7D | -10.4% | 0.0% | -10.4% | -10.4% |
| 30D | -2.4% | +2.6% | -4.9% | -2.9% |
| 3M | -60.9% | -19.6% | -41.3% | -60.1% |
| 6M | -50.2% | +2.7% | -53.0% | -51.1% |
| YTD | -59.7% | -12.4% | -47.4% | -60.0% |
| 1Y | -66.0% | +21.0% | -87.0% | -68.5% |
| 3Y | -87.1% | +379.6% | -466.6% | -92.0% |
| 5Y | -86.9% | -39.9% | -46.9% | -85.0% |
| All | -86.9% | -38.3% | -48.5% | -85.0% |
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