+47.0%
LVS vs LUMN
-32.6%
+79.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -3.5% | +2.5% | -6.0% | -3.9% |
| 30D | -6.2% | +10.3% | -16.6% | -8.1% |
| 3M | -14.8% | -18.3% | +3.4% | -12.4% |
| 6M | -20.9% | +4.4% | -25.2% | -23.1% |
| YTD | -33.0% | -10.7% | -22.4% | -34.2% |
| 1Y | -20.0% | +14.0% | -34.0% | -26.4% |
| 3Y | -6.9% | +406.6% | -413.5% | -54.7% |
| 5Y | +9.1% | -36.8% | +45.9% | -1.3% |
| 10Y | -1.1% | -56.2% | +55.0% | -12.7% |
| All | +47.0% | -32.6% | +79.6% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling