+1,328.3%
LPLA vs LUMN
-56.4%
+1,384.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.6% |
| 7D | -1.5% | +2.5% | -4.1% | -1.9% |
| 30D | -6.0% | +10.3% | -16.3% | -7.3% |
| 3M | +24.0% | -18.3% | +42.3% | +26.5% |
| 6M | +17.0% | +4.4% | +12.6% | +14.6% |
| YTD | -0.7% | -10.7% | +10.0% | -1.8% |
| 1Y | +2.1% | +14.0% | -11.8% | -3.7% |
| 3Y | +48.7% | +406.6% | -357.9% | -6.1% |
| 5Y | +151.2% | -36.8% | +188.0% | +148.0% |
| 10Y | +1,238.3% | -56.2% | +1,294.4% | +1,162.1% |
| All | +1,328.3% | -56.4% | +1,384.7% | +1,068.7% |
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