-22.7%
LEN vs LUMN
-62.6%
+39.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -11.0% | +10.3% | +0.3% |
| 7D | +7.2% | -16.9% | +24.1% | +8.7% |
| 30D | +19.1% | -32.7% | +51.7% | +22.7% |
| 3M | +4.9% | -34.5% | +39.4% | +8.1% |
| 6M | +7.6% | -56.9% | +64.5% | +14.4% |
| YTD | -8.9% | -48.8% | +39.9% | -5.4% |
| 1Y | -22.7% | -63.4% | +40.6% | -16.4% |
| All | -22.7% | -62.6% | +39.9% | -16.4% |
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