-63.4%
LUMN vs EXEL
+71.8%
-135.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -5.6% | -5.4% | -9.0% |
| 7D | -16.9% | +3.8% | -20.7% | -17.6% |
| 30D | -32.7% | +17.8% | -50.5% | -35.9% |
| 3M | -34.5% | +21.2% | -55.7% | -38.5% |
| 6M | -56.9% | +54.7% | -111.6% | -63.3% |
| YTD | -48.8% | +56.8% | -105.5% | -57.9% |
| 1Y | -63.4% | +70.2% | -133.6% | -68.9% |
| All | -63.4% | +71.8% | -135.1% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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