-39.9%
LUMN vs ABCL
-42.5%
+2.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.0% |
| 7D | +2.5% | -4.7% | +7.2% | +3.6% |
| 30D | +10.3% | +5.2% | +5.2% | +8.5% |
| 3M | -18.3% | +106.6% | -124.9% | -33.1% |
| 6M | +4.4% | +198.4% | -194.0% | -22.6% |
| YTD | -10.7% | +218.4% | -229.1% | -35.2% |
| 1Y | +14.0% | +136.2% | -122.3% | -12.8% |
| 3Y | +406.6% | +103.2% | +303.4% | +268.1% |
| All | -39.9% | -42.5% | +2.6% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling