+139.8%
MKSI vs LUMN
+44.7%
+95.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.9% |
| 7D | +1.8% | +12.1% | -10.3% | -1.7% |
| 30D | -16.8% | +11.3% | -28.1% | -19.7% |
| 3M | -21.1% | -31.6% | +10.5% | -13.5% |
| 6M | +10.8% | -2.7% | +13.6% | +9.8% |
| YTD | +63.3% | -12.9% | +76.2% | +63.4% |
| All | +139.8% | +44.7% | +95.1% | +129.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling