+81.6%
KO vs LUMN
-39.0%
+120.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | -1.4% | +0.3% | -1.1% |
| 30D | +1.6% | +6.7% | -5.2% | +1.5% |
| 3M | +5.8% | -17.6% | +23.3% | +5.9% |
| 6M | +14.3% | +1.6% | +12.6% | +14.1% |
| YTD | +27.3% | -12.4% | +39.7% | +27.1% |
| 1Y | +33.2% | +10.9% | +22.3% | +32.1% |
| 3Y | +64.5% | +379.6% | -315.1% | +47.7% |
| All | +81.6% | -39.0% | +120.6% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling