-39.9%
LUMN vs EXEL
+180.6%
-220.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.6% |
| 7D | +2.5% | -4.9% | +7.4% | +4.0% |
| 30D | +10.3% | +11.4% | -1.1% | +7.0% |
| 3M | -18.3% | +4.9% | -23.2% | -19.6% |
| 6M | +4.4% | +34.4% | -30.1% | -4.6% |
| YTD | -10.7% | +28.0% | -38.7% | -17.3% |
| 1Y | +14.0% | +43.6% | -29.7% | +1.4% |
| 3Y | +406.6% | +155.2% | +251.4% | +261.4% |
| All | -39.9% | +180.6% | -220.5% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling