-39.9%
LUMN vs ALC
-20.7%
-19.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +2.5% | -6.3% | +8.9% | +5.9% |
| 30D | +10.3% | -10.3% | +20.6% | +16.4% |
| 3M | -18.3% | -0.7% | -17.5% | -18.6% |
| 6M | +4.4% | -17.8% | +22.2% | +14.0% |
| YTD | -10.7% | -15.8% | +5.1% | -4.3% |
| 1Y | +14.0% | -16.7% | +30.7% | +22.0% |
| 3Y | +406.6% | -19.7% | +426.3% | +460.6% |
| All | -39.9% | -20.7% | -19.2% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling