-6.7%
MCD vs LUMN
-62.6%
+55.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.0% | +10.2% | -1.2% |
| 7D | +8.0% | -16.9% | +24.9% | +7.3% |
| 30D | +19.6% | -32.7% | +52.3% | +18.0% |
| 3M | +2.2% | -34.5% | +36.7% | +0.9% |
| 6M | -1.1% | -56.9% | +55.7% | -3.1% |
| YTD | -7.2% | -48.8% | +41.5% | -9.5% |
| 1Y | -6.7% | -63.4% | +56.7% | -10.9% |
| All | -6.7% | -62.6% | +55.9% | -10.9% |
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 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