-40.1%
INTU vs LUMN
+385.3%
-425.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.7% |
| 7D | -3.3% | +2.5% | -5.9% | -3.4% |
| 30D | -3.9% | +10.3% | -14.3% | -4.3% |
| 3M | +16.6% | -18.3% | +34.9% | +17.5% |
| 6M | -26.4% | +4.4% | -30.8% | -27.1% |
| YTD | -51.0% | -10.7% | -40.3% | -51.2% |
| 1Y | -50.8% | +14.0% | -64.7% | -51.9% |
| 3Y | -40.1% | +406.6% | -446.6% | -48.4% |
| All | -40.1% | +385.3% | -425.4% | -48.4% |
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