+550.0%
LNG vs LUMN
-55.8%
+605.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -4.7% | +2.5% | -7.2% | -4.8% |
| 30D | +3.8% | +10.3% | -6.5% | +3.1% |
| 3M | +16.2% | -18.3% | +34.4% | +17.4% |
| 6M | +11.7% | +4.4% | +7.3% | +10.4% |
| YTD | +44.2% | -10.7% | +54.9% | +43.0% |
| 1Y | +18.6% | +14.0% | +4.6% | +14.3% |
| 3Y | +77.4% | +406.6% | -329.2% | +34.2% |
| 5Y | +232.3% | -36.8% | +269.1% | +238.3% |
| All | +550.0% | -55.8% | +605.8% | +530.3% |
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