+406.6%
LUMN vs ALC
-19.1%
+425.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.4% |
| 7D | +2.5% | -6.3% | +8.9% | +6.5% |
| 30D | +10.3% | -10.3% | +20.6% | +17.4% |
| 3M | -18.3% | -0.7% | -17.5% | -18.7% |
| 6M | +4.4% | -17.8% | +22.2% | +16.4% |
| YTD | -10.7% | -15.8% | +5.1% | -3.0% |
| 1Y | +14.0% | -16.7% | +30.7% | +23.8% |
| 3Y | +406.6% | -19.7% | +426.3% | +557.0% |
| All | +406.6% | -19.1% | +425.7% | +557.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling