+23.6%
LYB vs LUMN
+44.7%
-21.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.9% |
| 7D | -0.2% | +12.1% | -12.3% | -0.2% |
| 30D | +8.7% | +11.3% | -2.6% | +8.8% |
| 3M | -3.0% | -31.6% | +28.6% | -3.4% |
| 6M | +4.7% | -2.7% | +7.5% | +5.1% |
| YTD | +51.6% | -12.9% | +64.5% | +50.6% |
| All | +23.6% | +44.7% | -21.1% | +20.5% |
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