+1,468.2%
LYV vs LUMN
-30.7%
+1,498.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | -1.9% | +2.5% | -4.4% | -2.4% |
| 30D | -8.2% | +10.3% | -18.5% | -9.9% |
| 3M | -1.3% | -18.3% | +17.0% | +1.6% |
| 6M | +2.6% | +4.4% | -1.8% | -0.1% |
| YTD | +19.4% | -10.7% | +30.1% | +17.3% |
| 1Y | -2.2% | +14.0% | -16.2% | -10.5% |
| 3Y | +106.0% | +406.6% | -300.5% | -2.2% |
| 5Y | +97.7% | -36.8% | +134.5% | +79.7% |
| 10Y | +560.5% | -56.2% | +616.7% | +486.8% |
| All | +1,468.2% | -30.7% | +1,498.9% | +1,045.9% |
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 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