+10,189.6%
LIN vs LUMN
+206.9%
+9,982.7%
-51.8%
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 | -4.3% | -1.4% | -2.8% | -4.1% |
| 30D | -5.6% | +6.7% | -12.3% | -6.5% |
| 3M | -9.0% | -17.6% | +8.5% | -7.3% |
| 6M | -2.5% | +1.6% | -4.1% | -4.3% |
| YTD | +9.3% | -12.4% | +21.7% | +7.8% |
| 1Y | -1.0% | +10.9% | -11.9% | -7.3% |
| 3Y | +24.0% | +379.6% | -355.6% | -27.0% |
| 5Y | +59.1% | -38.0% | +97.1% | +42.4% |
| 10Y | +363.9% | -57.0% | +420.9% | +307.1% |
| All | +10,189.6% | +206.9% | +9,982.7% | +5,275.4% |
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 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