+153,071.2%
KLAC vs LUMN
+156.1%
+152,915.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | 0.0% | +1.5% |
| 7D | -2.7% | +2.5% | -5.2% | -3.2% |
| 30D | -13.2% | +10.3% | -23.5% | -15.1% |
| 3M | -25.0% | -18.3% | -6.8% | -21.9% |
| 6M | +23.6% | +4.4% | +19.2% | +21.4% |
| YTD | +49.2% | -10.7% | +59.9% | +49.3% |
| 1Y | +89.3% | +14.0% | +75.4% | +77.4% |
| 3Y | +274.4% | +406.6% | -132.2% | +84.8% |
| 5Y | +440.9% | -36.8% | +477.7% | +371.4% |
| 10Y | +2,947.7% | -56.2% | +3,003.8% | +2,477.0% |
| All | +153,071.2% | +156.1% | +152,915.1% | +58,574.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling