+14.0%
LUMN vs ALC
-14.7%
+28.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.9% |
| 7D | +2.5% | -6.3% | +8.9% | +2.6% |
| 30D | +10.3% | -10.3% | +20.6% | +10.4% |
| 3M | -18.3% | -0.7% | -17.5% | -18.0% |
| 6M | +4.4% | -17.8% | +22.2% | +4.4% |
| YTD | -10.7% | -15.8% | +5.1% | -9.4% |
| 1Y | +14.0% | -16.7% | +30.7% | +25.3% |
| All | +14.0% | -14.7% | +28.6% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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