+1,288.3%
MAS vs LUMN
+151.3%
+1,137.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.3% | -1.4% | -3.8% | -5.1% |
| 30D | -10.8% | +6.7% | -17.5% | -12.0% |
| 3M | -4.1% | -17.6% | +13.4% | -1.5% |
| 6M | +7.5% | +1.6% | +5.9% | +5.2% |
| YTD | +8.0% | -12.4% | +20.4% | +6.6% |
| 1Y | -5.8% | +10.9% | -16.8% | -13.4% |
| 3Y | +26.8% | +379.6% | -352.8% | -35.3% |
| 5Y | +24.7% | -38.0% | +62.7% | +5.3% |
| 10Y | +137.2% | -57.0% | +194.2% | +95.9% |
| All | +1,288.3% | +151.3% | +1,137.0% | +656.2% |
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