+35.2%
LYFT vs LUMN
+385.3%
-350.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.8% |
| 7D | -8.4% | +2.5% | -10.9% | -8.6% |
| 30D | -7.6% | +10.3% | -17.9% | -8.6% |
| 3M | +11.7% | -18.3% | +30.0% | +13.6% |
| 6M | +15.1% | +4.4% | +10.7% | +13.4% |
| YTD | -20.9% | -10.7% | -10.2% | -21.5% |
| 1Y | -16.4% | +14.0% | -30.3% | -19.6% |
| 3Y | +35.2% | +406.6% | -371.4% | -4.9% |
| All | +35.2% | +385.3% | -350.1% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling