+186.8%
LQD vs LUMN
-0.9%
+187.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -1.1% | +2.5% | -3.6% | -1.1% |
| 30D | -1.3% | +10.3% | -11.6% | -1.4% |
| 3M | -3.2% | -18.3% | +15.0% | -3.0% |
| 6M | -2.1% | +4.4% | -6.5% | -2.3% |
| YTD | -2.4% | -10.7% | +8.3% | -2.4% |
| 1Y | -2.7% | +14.0% | -16.6% | -3.1% |
| 3Y | +14.2% | +406.6% | -392.4% | +9.4% |
| 5Y | -5.8% | -36.8% | +31.0% | -6.6% |
| 10Y | +22.2% | -56.2% | +78.3% | +20.7% |
| All | +186.8% | -0.9% | +187.6% | +185.3% |
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 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