+1,119.0%
LNG vs LUMN
+150.1%
+968.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -4.7% | +2.5% | -7.2% | -4.9% |
| 30D | +3.8% | +10.3% | -6.5% | +2.6% |
| 3M | +16.2% | -18.3% | +34.4% | +18.2% |
| 6M | +11.7% | +4.4% | +7.3% | +9.4% |
| YTD | +44.2% | -10.7% | +54.9% | +42.1% |
| 1Y | +18.6% | +14.0% | +4.6% | +11.6% |
| 3Y | +77.4% | +406.6% | -329.2% | +13.0% |
| 5Y | +232.3% | -36.8% | +269.1% | +203.2% |
| 10Y | +550.1% | -56.2% | +606.3% | +485.5% |
| All | +1,119.0% | +150.1% | +968.9% | +1,884.7% |
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