+2,896.3%
KLAC vs LUMN
-55.8%
+2,952.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | 0.0% | +1.7% |
| 7D | -2.7% | +2.5% | -5.2% | -3.0% |
| 30D | -13.2% | +10.3% | -23.5% | -14.4% |
| 3M | -25.0% | -18.3% | -6.8% | -23.1% |
| 6M | +23.6% | +4.4% | +19.2% | +22.6% |
| YTD | +49.2% | -10.7% | +59.9% | +49.6% |
| 1Y | +89.3% | +14.0% | +75.4% | +83.5% |
| 3Y | +274.4% | +406.6% | -132.2% | +161.7% |
| 5Y | +440.9% | -36.8% | +477.7% | +471.3% |
| All | +2,896.3% | -55.8% | +2,952.1% | +2,765.8% |
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