+30.2%
MET vs LUMN
-62.6%
+92.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -11.0% | +7.9% | -2.9% |
| 7D | -0.5% | -16.9% | +16.4% | -0.3% |
| 30D | +3.3% | -32.7% | +35.9% | +3.7% |
| 3M | +4.2% | -34.5% | +38.8% | +4.8% |
| 6M | +27.3% | -56.9% | +84.2% | +29.5% |
| YTD | +29.8% | -48.8% | +78.6% | +30.0% |
| 1Y | +30.2% | -63.4% | +93.6% | +28.6% |
| All | +30.2% | -62.6% | +92.9% | +28.6% |
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