-39.9%
LUMN vs XPO
+261.3%
-301.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +2.5% | -5.7% | +8.2% | +4.9% |
| 30D | +10.3% | -12.8% | +23.1% | +16.6% |
| 3M | -18.3% | -20.0% | +1.7% | -10.8% |
| 6M | +4.4% | -6.0% | +10.4% | +5.9% |
| YTD | -10.7% | +34.0% | -44.7% | -22.5% |
| 1Y | +14.0% | +35.6% | -21.6% | -3.8% |
| 3Y | +406.6% | +152.3% | +254.3% | +233.0% |
| All | -39.9% | +261.3% | -301.2% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling