+482.3%
LDOS vs LUMN
-44.0%
+526.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.1% | -1.4% | -0.7% | -2.0% |
| 30D | -8.0% | +6.7% | -14.8% | -8.7% |
| 3M | +6.8% | -17.6% | +24.4% | +8.3% |
| 6M | -24.5% | +1.6% | -26.1% | -25.4% |
| YTD | -27.8% | -12.4% | -15.4% | -28.2% |
| 1Y | -27.4% | +10.9% | -38.3% | -30.3% |
| 3Y | +39.9% | +379.6% | -339.7% | -2.4% |
| 5Y | +42.1% | -38.0% | +80.1% | +38.9% |
| 10Y | +266.0% | -57.0% | +323.0% | +252.1% |
| All | +482.3% | -44.0% | +526.4% | +441.8% |
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 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