+86.3%
LUMN vs MDY
+2,611.4%
-2,525.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.3% |
| 7D | +2.5% | -1.9% | +4.4% | +4.0% |
| 30D | +10.3% | -4.6% | +15.0% | +14.6% |
| 3M | -18.3% | -1.2% | -17.0% | -17.2% |
| 6M | +4.4% | +9.2% | -4.8% | -1.4% |
| YTD | -10.7% | +13.1% | -23.7% | -17.4% |
| 1Y | +14.0% | +13.0% | +1.0% | +5.7% |
| 3Y | +406.6% | +49.2% | +357.4% | +306.7% |
| 5Y | -36.8% | +47.2% | -84.0% | -48.1% |
| 10Y | -56.2% | +176.0% | -232.1% | -75.8% |
| All | +86.3% | +2,611.4% | -2,525.1% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling