+243.8%
MET vs LUMN
-55.8%
+299.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | -0.5% | +2.5% | -3.0% | -0.8% |
| 30D | +0.5% | +10.3% | -9.8% | -0.8% |
| 3M | +11.6% | -18.3% | +29.9% | +13.8% |
| 6M | +40.8% | +4.4% | +36.4% | +38.0% |
| YTD | +25.7% | -10.7% | +36.3% | +24.1% |
| 1Y | +24.4% | +14.0% | +10.4% | +16.7% |
| 3Y | +67.5% | +406.6% | -339.1% | +2.2% |
| 5Y | +85.8% | -36.8% | +122.6% | +87.4% |
| All | +243.8% | -55.8% | +299.6% | +218.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling