+39.0%
LDOS vs LUMN
+385.3%
-346.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -3.1% | +2.5% | -5.7% | -3.2% |
| 30D | -8.2% | +10.3% | -18.5% | -8.4% |
| 3M | +5.9% | -18.3% | +24.2% | +6.3% |
| 6M | -25.2% | +4.4% | -29.6% | -25.4% |
| YTD | -28.1% | -10.7% | -17.5% | -28.2% |
| 1Y | -29.7% | +14.0% | -43.6% | -30.3% |
| 3Y | +39.0% | +406.6% | -367.5% | +37.6% |
| All | +39.0% | +385.3% | -346.3% | +37.6% |
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