+632.8%
LYB vs LUMN
-43.3%
+676.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.9% | -1.2% |
| 7D | +0.3% | +2.5% | -2.2% | -0.1% |
| 30D | +2.5% | +10.3% | -7.9% | +0.8% |
| 3M | +1.4% | -18.3% | +19.6% | +3.9% |
| 6M | -3.5% | +4.4% | -7.8% | -6.1% |
| YTD | +52.0% | -10.7% | +62.7% | +49.0% |
| 1Y | +22.1% | +14.0% | +8.1% | +12.7% |
| 3Y | -22.8% | +406.6% | -429.3% | -59.1% |
| 5Y | -3.4% | -36.8% | +33.4% | -7.5% |
| 10Y | +47.4% | -56.2% | +103.5% | +40.2% |
| All | +632.8% | -43.3% | +676.1% | +290.4% |
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