+1,203.4%
MET vs LUMN
-36.7%
+1,240.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | -0.5% | +2.5% | -3.0% | -1.0% |
| 30D | +0.5% | +10.3% | -9.8% | -1.8% |
| 3M | +11.6% | -18.3% | +29.9% | +15.3% |
| 6M | +40.8% | +4.4% | +36.4% | +35.7% |
| YTD | +25.7% | -10.7% | +36.3% | +22.5% |
| 1Y | +24.4% | +14.0% | +10.4% | +11.0% |
| 3Y | +67.5% | +406.6% | -339.1% | -31.2% |
| 5Y | +85.8% | -36.8% | +122.6% | +53.8% |
| 10Y | +246.8% | -56.2% | +302.9% | +183.8% |
| All | +1,203.4% | -36.7% | +1,240.1% | +669.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling