+2,222.5%
MKSI vs LUMN
-47.3%
+2,269.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.6% |
| 7D | +2.7% | +2.5% | +0.2% | +2.1% |
| 30D | -12.8% | +10.3% | -23.1% | -14.9% |
| 3M | -22.5% | -18.3% | -4.3% | -18.7% |
| 6M | +19.4% | +4.4% | +15.0% | +17.0% |
| YTD | +67.7% | -10.7% | +78.4% | +67.7% |
| 1Y | +131.4% | +14.0% | +117.4% | +115.0% |
| 3Y | +197.3% | +406.6% | -209.2% | +39.6% |
| 5Y | +87.0% | -36.8% | +123.8% | +66.1% |
| 10Y | +522.1% | -56.2% | +578.3% | +437.7% |
| All | +2,222.5% | -47.3% | +2,269.8% | +1,150.7% |
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