+4,246.7%
KO vs LUMN
+156.1%
+4,090.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | +0.2% | +2.5% | -2.3% | 0.0% |
| 30D | +1.8% | +10.3% | -8.5% | +0.8% |
| 3M | +7.7% | -18.3% | +25.9% | +9.1% |
| 6M | +15.3% | +4.4% | +10.9% | +13.5% |
| YTD | +28.0% | -10.7% | +38.7% | +26.6% |
| 1Y | +34.3% | +14.0% | +20.3% | +28.1% |
| 3Y | +63.8% | +406.6% | -342.8% | +12.0% |
| 5Y | +84.1% | -36.8% | +120.9% | +69.3% |
| 10Y | +185.4% | -56.2% | +241.6% | +159.4% |
| All | +4,246.7% | +156.1% | +4,090.6% | +2,481.1% |
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