+48.7%
LPLA vs LUMN
+385.3%
-336.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.8% |
| 7D | -1.5% | +2.5% | -4.1% | -1.7% |
| 30D | -6.0% | +10.3% | -16.3% | -6.6% |
| 3M | +24.0% | -18.3% | +42.3% | +25.3% |
| 6M | +17.0% | +4.4% | +12.6% | +15.8% |
| YTD | -0.7% | -10.7% | +10.0% | -1.2% |
| 1Y | +2.1% | +14.0% | -11.8% | -0.6% |
| 3Y | +48.7% | +406.6% | -357.9% | +32.5% |
| All | +48.7% | +385.3% | -336.6% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling