+144.2%
LNT vs LUMN
-55.8%
+200.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -1.0% | +2.5% | -3.6% | -1.2% |
| 30D | -4.2% | +10.3% | -14.6% | -4.8% |
| 3M | -6.7% | -18.3% | +11.6% | -5.8% |
| 6M | -3.6% | +4.4% | -7.9% | -4.5% |
| YTD | +5.9% | -10.7% | +16.6% | +5.2% |
| 1Y | +7.3% | +14.0% | -6.7% | +4.1% |
| 3Y | +46.5% | +406.6% | -360.1% | +12.2% |
| 5Y | +32.5% | -36.8% | +69.3% | +32.4% |
| All | +144.2% | -55.8% | +200.0% | +125.8% |
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 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