+36.2%
LUMN vs EXEL
+59.2%
-23.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +12.1% | +8.4% | +3.7% | +9.5% |
| 30D | +11.3% | +4.1% | +7.3% | +9.9% |
| 3M | -31.6% | +12.4% | -44.0% | -34.2% |
| 6M | -2.7% | +41.5% | -44.3% | -13.0% |
| YTD | -12.9% | +34.6% | -47.5% | -21.6% |
| 1Y | +36.2% | +57.9% | -21.6% | +23.3% |
| All | +36.2% | +59.2% | -23.0% | +23.3% |
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