+50.5%
LYB vs LUMN
-51.5%
+101.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +0.8% |
| 7D | +6.1% | +2.5% | +3.6% | +6.1% |
| 30D | +5.3% | -10.1% | +15.4% | +5.3% |
| 3M | +4.3% | -36.1% | +40.4% | +3.6% |
| 6M | -10.8% | -56.5% | +45.7% | -12.2% |
| YTD | +53.8% | -47.4% | +101.1% | +49.9% |
| 1Y | +50.5% | -49.6% | +100.1% | +47.3% |
| All | +50.5% | -51.5% | +101.9% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling