+24.4%
LNG vs LUMN
+42.5%
-18.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.3% |
| 7D | +3.4% | +12.1% | -8.7% | +3.9% |
| 30D | +14.9% | +11.3% | +3.5% | +15.5% |
| 3M | +21.4% | -31.6% | +53.0% | +19.9% |
| 6M | +17.8% | -2.7% | +20.5% | +18.4% |
| YTD | +51.3% | -12.9% | +64.2% | +51.3% |
| 1Y | +24.4% | +36.2% | -11.8% | +23.8% |
| All | +24.4% | +42.5% | -18.1% | +23.8% |
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