+36.2%
LUMN vs HRB
+1.1%
+35.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -3.0% |
| 7D | +12.1% | -5.7% | +17.8% | +10.6% |
| 30D | +11.3% | +7.9% | +3.4% | +14.0% |
| 3M | -31.6% | +32.1% | -63.7% | -25.8% |
| 6M | -2.7% | +62.2% | -65.0% | +11.3% |
| YTD | -12.9% | +16.4% | -29.3% | +7.6% |
| 1Y | +36.2% | -0.3% | +36.5% | +60.8% |
| All | +36.2% | +1.1% | +35.1% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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