-63.5%
LUMN vs XPO
+28.2%
-91.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -18.2% | -6.7% | -11.6% | -16.0% |
| 30D | -32.5% | -1.9% | -30.6% | -31.8% |
| 3M | -32.4% | -9.9% | -22.5% | -29.8% |
| 6M | -59.3% | -16.4% | -43.0% | -56.9% |
| YTD | -48.6% | +30.2% | -78.8% | -49.3% |
| 1Y | -63.5% | +29.9% | -93.4% | -63.7% |
| All | -63.5% | +28.2% | -91.7% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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