+222.0%
LHX vs LUMN
-55.8%
+277.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -4.3% | +2.5% | -6.8% | -4.4% |
| 30D | -15.1% | +10.3% | -25.5% | -15.6% |
| 3M | -21.0% | -18.3% | -2.7% | -20.3% |
| 6M | -32.0% | +4.4% | -36.4% | -32.7% |
| YTD | -15.3% | -10.7% | -4.6% | -15.8% |
| 1Y | -11.1% | +14.0% | -25.0% | -13.4% |
| 3Y | +54.0% | +406.6% | -352.6% | +21.4% |
| 5Y | +17.1% | -36.8% | +53.9% | +17.8% |
| All | +222.0% | -55.8% | +277.9% | +201.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling