+36.2%
LUMN vs ABCL
+186.8%
-150.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | +12.1% | +0.7% | +11.4% | +11.9% |
| 30D | +11.3% | +93.1% | -81.7% | -9.7% |
| 3M | -31.6% | +79.4% | -111.1% | -44.6% |
| 6M | -2.7% | +214.9% | -217.6% | -37.9% |
| YTD | -12.9% | +234.2% | -247.1% | -47.5% |
| 1Y | +36.2% | +174.8% | -138.5% | -4.9% |
| All | +36.2% | +186.8% | -150.6% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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