-31.2%
LDOS vs LUMN
-59.3%
+28.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.9% | +6.6% | +0.9% |
| 7D | -2.8% | -6.9% | +4.1% | -2.6% |
| 30D | +13.6% | -20.5% | +34.0% | +14.1% |
| 3M | +4.2% | -33.4% | +37.6% | +5.3% |
| 6M | -8.2% | -52.1% | +43.9% | -5.7% |
| YTD | -24.1% | -42.5% | +18.4% | -23.9% |
| 1Y | -31.2% | -57.6% | +26.4% | -30.9% |
| All | -31.2% | -59.3% | +28.1% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling