+40.4%
MAS vs LUMN
-59.3%
+99.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -5.9% | +11.5% | +6.0% |
| 7D | +14.2% | -6.9% | +21.0% | +14.6% |
| 30D | +26.8% | -20.5% | +47.3% | +28.4% |
| 3M | +13.1% | -33.4% | +46.5% | +15.6% |
| 6M | +27.9% | -52.1% | +80.0% | +33.7% |
| YTD | +38.7% | -42.5% | +81.1% | +39.6% |
| 1Y | +40.4% | -57.6% | +98.0% | +42.0% |
| All | +40.4% | -59.3% | +99.7% | +42.0% |
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