+3,549.0%
LRCX vs LUMN
-55.8%
+3,604.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | -3.1% | +2.5% | -5.6% | -3.4% |
| 30D | -8.6% | +10.3% | -18.9% | -9.9% |
| 3M | -17.7% | -18.3% | +0.6% | -15.4% |
| 6M | +36.4% | +4.4% | +32.0% | +35.6% |
| YTD | +74.5% | -10.7% | +85.2% | +75.8% |
| 1Y | +159.4% | +14.0% | +145.5% | +153.4% |
| 3Y | +361.6% | +406.6% | -45.0% | +228.2% |
| 5Y | +425.2% | -36.8% | +462.0% | +469.7% |
| All | +3,549.0% | -55.8% | +3,604.8% | +3,507.1% |
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