-57.6%
LUMN vs ALK
-1.1%
-56.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +8.8% | -14.6% | -8.2% |
| 7D | -6.9% | +12.4% | -19.3% | -10.1% |
| 30D | -20.5% | +2.1% | -22.5% | -21.0% |
| 3M | -33.4% | -23.9% | -9.5% | -28.7% |
| 6M | -52.1% | +8.2% | -60.3% | -53.6% |
| YTD | -42.5% | -20.5% | -22.0% | -40.7% |
| 1Y | -57.6% | -1.0% | -56.6% | -58.1% |
| All | -57.6% | -1.1% | -56.5% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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