+50.0%
LULU vs LUMN
-55.8%
+105.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.2% | +2.0% |
| 7D | -1.6% | +2.5% | -4.1% | -1.9% |
| 30D | -18.1% | +10.3% | -28.5% | -18.9% |
| 3M | -18.8% | -18.3% | -0.5% | -17.5% |
| 6M | -39.2% | +4.4% | -43.6% | -39.9% |
| YTD | -52.4% | -10.7% | -41.7% | -52.6% |
| 1Y | -40.3% | +14.0% | -54.3% | -42.7% |
| 3Y | -75.1% | +406.6% | -481.7% | -81.6% |
| 5Y | -76.7% | -36.8% | -39.9% | -77.1% |
| All | +50.0% | -55.8% | +105.8% | +40.2% |
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