-19.0%
LYFT vs LUMN
+33.3%
-52.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.6% | -10.8% | -8.5% |
| 7D | -14.1% | 0.0% | -14.1% | -14.1% |
| 30D | -13.7% | +2.6% | -16.2% | -14.0% |
| 3M | +7.4% | -19.6% | +27.0% | +9.6% |
| 6M | +8.3% | +2.7% | +5.6% | +5.9% |
| YTD | -23.1% | -12.4% | -10.7% | -24.1% |
| 1Y | -19.0% | +21.0% | -39.9% | -19.8% |
| All | -19.0% | +33.3% | -52.2% | -19.8% |
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