+171.2%
INTC vs LUMN
+385.3%
-214.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.4% |
| 7D | +7.5% | +2.5% | +4.9% | +7.2% |
| 30D | +2.0% | +10.3% | -8.4% | +0.9% |
| 3M | -12.0% | -18.3% | +6.3% | -10.5% |
| 6M | +114.5% | +4.4% | +110.2% | +113.3% |
| YTD | +179.0% | -10.7% | +189.7% | +179.1% |
| 1Y | +318.3% | +14.0% | +304.3% | +311.8% |
| 3Y | +171.2% | +406.6% | -235.4% | +160.1% |
| All | +171.2% | +385.3% | -214.1% | +160.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling