+81.4%
LSCC vs LUMN
+11.9%
+69.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.4% |
| 7D | +3.3% | +2.5% | +0.8% | +2.6% |
| 30D | -7.4% | +10.3% | -17.7% | -10.0% |
| 3M | -16.2% | -18.3% | +2.1% | -12.4% |
| 6M | +31.9% | +4.4% | +27.5% | +30.1% |
| YTD | +62.8% | -10.7% | +73.4% | +61.7% |
| 1Y | +81.4% | +14.0% | +67.4% | +66.1% |
| All | +81.4% | +11.9% | +69.5% | +66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling