-94.4%
HTZ vs LUMN
-66.7%
-27.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.4% |
| 7D | -8.5% | +2.5% | -11.0% | -9.1% |
| 30D | -18.9% | -10.1% | -8.8% | -18.0% |
| 3M | -36.0% | -36.1% | +0.1% | -32.6% |
| 6M | -74.6% | -56.5% | -18.1% | -72.1% |
| YTD | -70.8% | -47.4% | -23.5% | -69.2% |
| 1Y | -75.3% | -49.6% | -25.7% | -73.8% |
| 3Y | -81.6% | +255.7% | -337.2% | -88.2% |
| 5Y | -94.4% | -68.6% | -25.8% | -93.1% |
| All | -94.4% | -66.7% | -27.8% | -93.1% |
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