+1,525.1%
JBL vs LUMN
-55.8%
+1,580.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.1% | +4.8% |
| 7D | +2.4% | +2.5% | -0.1% | +2.1% |
| 30D | -13.1% | +10.3% | -23.4% | -14.3% |
| 3M | -15.6% | -18.3% | +2.7% | -13.5% |
| 6M | +24.6% | +4.4% | +20.2% | +23.4% |
| YTD | +39.6% | -10.7% | +50.3% | +39.7% |
| 1Y | +48.6% | +14.0% | +34.7% | +43.0% |
| 3Y | +197.3% | +406.6% | -209.3% | +103.7% |
| 5Y | +413.0% | -36.8% | +449.8% | +436.7% |
| All | +1,525.1% | -55.8% | +1,580.9% | +1,487.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling