-56.5%
LUMN vs MDY
+177.2%
-233.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.0% |
| 7D | +2.5% | -1.9% | +4.4% | +4.7% |
| 30D | +10.3% | -4.6% | +15.0% | +16.7% |
| 3M | -18.3% | -1.2% | -17.0% | -16.7% |
| 6M | +4.4% | +9.2% | -4.8% | -4.3% |
| YTD | -10.7% | +13.1% | -23.7% | -20.7% |
| 1Y | +14.0% | +13.0% | +1.0% | +1.5% |
| 3Y | +406.6% | +49.2% | +357.4% | +262.9% |
| 5Y | -36.8% | +47.2% | -84.0% | -53.8% |
| All | -56.5% | +177.2% | -233.6% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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