+9,834.8%
LEN vs LUMN
+156.1%
+9,678.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.8% |
| 7D | -4.8% | +2.5% | -7.3% | -5.2% |
| 30D | -6.6% | +10.3% | -16.9% | -8.7% |
| 3M | -15.7% | -18.3% | +2.6% | -12.8% |
| 6M | -16.6% | +4.4% | -21.0% | -19.0% |
| YTD | -21.3% | -10.7% | -10.7% | -22.9% |
| 1Y | -42.0% | +14.0% | -56.0% | -47.7% |
| 3Y | -27.9% | +406.6% | -434.5% | -68.8% |
| 5Y | -10.7% | -36.8% | +26.1% | -27.9% |
| 10Y | +106.1% | -56.2% | +162.3% | +62.0% |
| All | +9,834.8% | +156.1% | +9,678.7% | +4,385.6% |
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 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