+0.1%
MAS vs LUMN
+42.5%
-42.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +1.8% |
| 7D | -0.8% | +12.1% | -12.8% | -1.1% |
| 30D | -5.6% | +11.3% | -16.9% | -5.9% |
| 3M | +4.4% | -31.6% | +36.1% | +5.6% |
| 6M | +7.2% | -2.7% | +9.9% | +7.4% |
| YTD | +16.1% | -12.9% | +29.0% | +15.4% |
| 1Y | +0.1% | +36.2% | -36.1% | +5.7% |
| All | +0.1% | +42.5% | -42.4% | +5.7% |
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