+274.4%
KLAC vs LUMN
+385.3%
-111.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | 0.0% | +1.8% |
| 7D | -2.7% | +2.5% | -5.2% | -2.9% |
| 30D | -13.2% | +10.3% | -23.5% | -14.1% |
| 3M | -25.0% | -18.3% | -6.8% | -23.7% |
| 6M | +23.6% | +4.4% | +19.2% | +23.1% |
| YTD | +49.2% | -10.7% | +59.9% | +49.7% |
| 1Y | +89.3% | +14.0% | +75.4% | +86.9% |
| 3Y | +274.4% | +406.6% | -132.2% | +250.5% |
| All | +274.4% | +385.3% | -111.0% | +250.5% |
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 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