+112.6%
META vs LUMN
+385.3%
-272.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | +5.1% | +2.5% | +2.6% | +4.9% |
| 30D | +12.0% | +10.3% | +1.6% | +11.3% |
| 3M | +14.1% | -18.3% | +32.4% | +15.3% |
| 6M | -0.9% | +4.4% | -5.2% | -1.5% |
| YTD | -1.7% | -10.7% | +9.0% | -1.8% |
| 1Y | -13.4% | +14.0% | -27.4% | -15.1% |
| 3Y | +112.6% | +406.6% | -294.0% | +99.3% |
| All | +112.6% | +385.3% | -272.8% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling