+1,600.3%
META vs LUMN
-57.8%
+1,658.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +5.5% | -1.4% | +7.0% | +5.7% |
| 30D | +7.6% | +6.7% | +0.8% | +6.8% |
| 3M | +13.0% | -17.6% | +30.5% | +14.8% |
| 6M | -1.3% | +1.6% | -2.9% | -2.3% |
| YTD | -2.2% | -12.4% | +10.1% | -2.6% |
| 1Y | -14.0% | +10.9% | -24.9% | -17.4% |
| 3Y | +118.2% | +379.6% | -261.4% | +54.8% |
| 5Y | +71.7% | -38.0% | +109.6% | +73.3% |
| 10Y | +411.4% | -57.0% | +468.4% | +404.1% |
| All | +1,600.3% | -57.8% | +1,658.1% | +1,366.2% |
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