+503.0%
MA vs LUMN
-55.8%
+558.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -1.7% | +2.5% | -4.2% | -1.9% |
| 30D | +1.7% | +10.3% | -8.6% | +0.9% |
| 3M | +17.2% | -18.3% | +35.4% | +18.6% |
| 6M | +13.3% | +4.4% | +9.0% | +11.7% |
| YTD | +0.2% | -10.7% | +10.9% | -0.8% |
| 1Y | -2.7% | +14.0% | -16.7% | -6.7% |
| 3Y | +39.1% | +406.6% | -367.5% | +0.9% |
| 5Y | +68.8% | -36.8% | +105.6% | +72.7% |
| All | +503.0% | -55.8% | +558.8% | +478.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling