-0.7%
MDLN vs LUMN
-46.5%
+45.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.3% | -5.6% | +2.4% |
| 7D | +21.1% | -10.6% | +31.6% | +21.4% |
| 30D | +12.3% | -18.2% | +30.5% | +13.1% |
| 3M | +15.6% | -30.8% | +46.3% | +17.3% |
| 6M | +3.0% | -49.1% | +52.1% | +5.6% |
| YTD | -3.1% | -44.4% | +41.3% | -2.8% |
| All | -0.7% | -46.5% | +45.8% | -0.7% |
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