+606.9%
LULU vs LUMN
-50.6%
+657.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.2% | +1.9% |
| 7D | -1.6% | +2.5% | -4.1% | -2.0% |
| 30D | -18.1% | +10.3% | -28.5% | -19.4% |
| 3M | -18.8% | -18.3% | -0.5% | -16.8% |
| 6M | -39.2% | +4.4% | -43.6% | -40.5% |
| YTD | -52.4% | -10.7% | -41.7% | -52.9% |
| 1Y | -40.3% | +14.0% | -54.3% | -44.3% |
| 3Y | -75.1% | +406.6% | -481.7% | -85.8% |
| 5Y | -76.7% | -36.8% | -39.9% | -78.1% |
| 10Y | +52.7% | -56.2% | +108.9% | +40.0% |
| All | +606.9% | -50.6% | +657.5% | +420.3% |
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