+17,043.9%
LLY vs LUMN
+156.1%
+16,887.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -2.9% | +2.5% | -5.4% | -3.2% |
| 30D | -8.4% | +10.3% | -18.8% | -9.4% |
| 3M | -3.8% | -18.3% | +14.5% | -2.4% |
| 6M | +11.9% | +4.4% | +7.6% | +10.3% |
| YTD | +4.3% | -10.7% | +15.0% | +3.3% |
| 1Y | +48.5% | +14.0% | +34.5% | +41.8% |
| 3Y | +91.2% | +406.6% | -315.3% | +33.1% |
| 5Y | +387.5% | -36.8% | +424.3% | +353.8% |
| 10Y | +1,567.6% | -56.2% | +1,623.8% | +1,429.0% |
| All | +17,043.9% | +156.1% | +16,887.8% | +11,014.9% |
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