-10.4%
LEN vs LUMN
-37.8%
+27.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.1% |
| 7D | -4.8% | +2.5% | -7.3% | -4.9% |
| 30D | -6.6% | +10.3% | -16.9% | -7.3% |
| 3M | -15.7% | -18.3% | +2.6% | -14.7% |
| 6M | -16.6% | +4.4% | -21.0% | -17.2% |
| YTD | -21.3% | -10.7% | -10.7% | -21.6% |
| 1Y | -42.0% | +14.0% | -56.0% | -43.7% |
| 3Y | -27.9% | +406.6% | -434.5% | -46.0% |
| All | -10.4% | -37.8% | +27.4% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling