-39.9%
LUMN vs ALLY
-4.7%
-35.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.1% |
| 7D | +2.5% | -3.8% | +6.3% | +4.9% |
| 30D | +10.3% | -4.9% | +15.3% | +13.8% |
| 3M | -18.3% | -2.6% | -15.7% | -17.1% |
| 6M | +4.4% | +15.7% | -11.4% | -5.0% |
| YTD | -10.7% | -5.2% | -5.5% | -9.2% |
| 1Y | +14.0% | +2.8% | +11.1% | +8.9% |
| 3Y | +406.6% | +63.4% | +343.1% | +272.2% |
| All | -39.9% | -4.7% | -35.2% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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