+17.5%
LUV vs LUMN
-55.8%
+73.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.2% |
| 7D | -1.0% | +2.5% | -3.5% | -1.3% |
| 30D | -12.4% | +10.3% | -22.7% | -13.6% |
| 3M | -11.0% | -18.3% | +7.3% | -9.0% |
| 6M | -5.0% | +4.4% | -9.3% | -6.5% |
| YTD | -3.8% | -10.7% | +6.9% | -4.7% |
| 1Y | +25.9% | +14.0% | +12.0% | +18.5% |
| 3Y | +42.2% | +406.6% | -364.3% | -14.3% |
| 5Y | -10.8% | -36.8% | +26.0% | -13.7% |
| All | +17.5% | -55.8% | +73.3% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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