+1,909.4%
LSCC vs LUMN
-55.8%
+1,965.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.7% |
| 7D | +3.3% | +2.5% | +0.8% | +3.0% |
| 30D | -7.4% | +10.3% | -17.7% | -8.6% |
| 3M | -16.2% | -18.3% | +2.1% | -14.0% |
| 6M | +31.9% | +4.4% | +27.5% | +31.0% |
| YTD | +62.8% | -10.7% | +73.4% | +63.0% |
| 1Y | +81.4% | +14.0% | +67.4% | +75.9% |
| 3Y | +33.1% | +406.6% | -373.5% | -4.7% |
| 5Y | +90.8% | -36.8% | +127.6% | +94.1% |
| All | +1,909.4% | -55.8% | +1,965.2% | +1,763.3% |
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 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