+28.1%
MCK vs LUMN
+41.9%
-13.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.2% |
| 7D | -1.9% | +4.1% | -6.0% | -1.7% |
| 30D | +2.4% | +6.4% | -4.1% | +2.7% |
| 3M | +16.1% | -26.3% | +42.4% | +15.0% |
| 6M | -3.1% | +0.3% | -3.4% | -3.3% |
| YTD | +8.7% | -14.5% | +23.3% | +9.2% |
| 1Y | +28.1% | +29.7% | -1.6% | +37.0% |
| All | +28.1% | +41.9% | -13.8% | +37.0% |
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