-56.5%
LUMN vs EXEL
+375.2%
-431.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.3% |
| 7D | +2.5% | -4.9% | +7.4% | +3.4% |
| 30D | +10.3% | +11.4% | -1.1% | +8.3% |
| 3M | -18.3% | +4.9% | -23.2% | -19.1% |
| 6M | +4.4% | +34.4% | -30.1% | -1.1% |
| YTD | -10.7% | +28.0% | -38.7% | -14.6% |
| 1Y | +14.0% | +43.6% | -29.7% | +6.4% |
| 3Y | +406.6% | +155.2% | +251.4% | +324.6% |
| 5Y | -36.8% | +181.2% | -218.0% | -48.4% |
| All | -56.5% | +375.2% | -431.6% | -65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling