+87.9%
LUMN vs MTCH
+14,793.4%
-14,705.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.7% |
| 7D | +2.5% | +1.3% | +1.2% | +2.4% |
| 30D | +10.3% | +15.9% | -5.5% | +8.2% |
| 3M | -18.3% | +23.3% | -41.5% | -20.5% |
| 6M | +4.4% | +40.1% | -35.8% | +0.1% |
| YTD | -10.7% | +33.6% | -44.3% | -14.0% |
| 1Y | +14.0% | +14.1% | -0.1% | +11.8% |
| 3Y | +406.6% | +1.4% | +405.1% | +404.3% |
| 5Y | -36.8% | -73.1% | +36.3% | -30.1% |
| 10Y | -56.2% | +204.8% | -261.0% | -63.3% |
| All | +87.9% | +14,793.4% | -14,705.4% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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