-56.5%
LUMN vs MKTX
+5.0%
-61.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | +10.3% | +0.7% | +9.6% | +10.2% |
| 3M | -18.3% | +40.8% | -59.1% | -23.5% |
| 6M | +4.4% | -8.0% | +12.4% | +5.2% |
| YTD | -10.7% | -8.7% | -1.9% | -9.9% |
| 1Y | +14.0% | -11.8% | +25.8% | +15.3% |
| 3Y | +406.6% | -24.0% | +430.6% | +421.2% |
| 5Y | -36.8% | -60.3% | +23.5% | -28.9% |
| All | -56.5% | +5.0% | -61.5% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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