-33.7%
LUMN vs XPO
+9,727.5%
-9,761.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +2.5% | -5.7% | +8.2% | +3.3% |
| 30D | +10.3% | -12.8% | +23.1% | +12.3% |
| 3M | -18.3% | -20.0% | +1.7% | -15.9% |
| 6M | +4.4% | -6.0% | +10.4% | +5.0% |
| YTD | -10.7% | +34.0% | -44.7% | -14.2% |
| 1Y | +14.0% | +35.6% | -21.6% | +8.7% |
| 3Y | +406.6% | +152.3% | +254.3% | +352.4% |
| 5Y | -36.8% | +264.4% | -301.2% | -46.3% |
| 10Y | -56.2% | +1,498.6% | -1,554.8% | -66.3% |
| All | -33.7% | +9,727.5% | -9,761.2% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling