+27.4%
MKC vs LUMN
-55.8%
+83.2%
-52.0%
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% | +0.3% |
| 7D | -1.5% | +2.5% | -4.0% | -1.6% |
| 30D | -3.1% | +10.3% | -13.4% | -3.6% |
| 3M | +5.2% | -18.3% | +23.4% | +6.0% |
| 6M | -12.8% | +4.4% | -17.2% | -13.6% |
| YTD | -23.3% | -10.7% | -12.6% | -23.8% |
| 1Y | -24.1% | +14.0% | -38.1% | -26.4% |
| 3Y | -32.1% | +406.6% | -438.7% | -47.6% |
| 5Y | -32.8% | -36.8% | +4.0% | -31.9% |
| All | +27.4% | -55.8% | +83.2% | +22.3% |
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 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