-30.2%
LUMN vs EXEL
+254.9%
-285.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.1% |
| 7D | +2.5% | -4.9% | +7.4% | +3.0% |
| 30D | +10.3% | +11.4% | -1.1% | +9.2% |
| 3M | -18.3% | +4.9% | -23.2% | -18.7% |
| 6M | +4.4% | +34.4% | -30.1% | +1.3% |
| YTD | -10.7% | +28.0% | -38.7% | -12.9% |
| 1Y | +14.0% | +43.6% | -29.7% | +9.7% |
| 3Y | +406.6% | +155.2% | +251.4% | +358.9% |
| 5Y | -36.8% | +181.2% | -218.0% | -43.6% |
| 10Y | -56.2% | +368.4% | -424.6% | -64.0% |
| All | -30.2% | +254.9% | -285.1% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling