+48.3%
LLY vs LUMN
-62.6%
+111.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -11.0% | +7.2% | -3.8% |
| 7D | -0.7% | -16.9% | +16.3% | -0.8% |
| 30D | +17.9% | -32.7% | +50.6% | +17.4% |
| 3M | +16.8% | -34.5% | +51.4% | +16.3% |
| 6M | +38.4% | -56.9% | +95.3% | +38.2% |
| YTD | +27.6% | -48.8% | +76.4% | +23.4% |
| 1Y | +48.3% | -63.4% | +111.7% | +40.8% |
| All | +48.3% | -62.6% | +111.0% | +40.8% |
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