+155.2%
LUMN vs ALK
+820.2%
-665.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.3% |
| 7D | +2.5% | -2.1% | +4.6% | +3.0% |
| 30D | +10.3% | -13.1% | +23.4% | +13.7% |
| 3M | -18.3% | -11.8% | -6.5% | -16.3% |
| 6M | +4.4% | -0.4% | +4.7% | +3.2% |
| YTD | -10.7% | -18.2% | +7.5% | -8.2% |
| 1Y | +14.0% | -35.5% | +49.5% | +22.5% |
| 3Y | +406.6% | +1.8% | +404.8% | +388.5% |
| 5Y | -36.8% | -26.6% | -10.2% | -35.5% |
| 10Y | -56.2% | -36.1% | -20.0% | -56.9% |
| All | +155.2% | +820.2% | -665.0% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling