+98.6%
MMM vs LUMN
+385.3%
-286.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.2% |
| 7D | -2.1% | +2.5% | -4.6% | -2.3% |
| 30D | -9.8% | +10.3% | -20.2% | -10.4% |
| 3M | +4.9% | -18.3% | +23.2% | +5.9% |
| 6M | +7.3% | +4.4% | +3.0% | +6.5% |
| YTD | +4.5% | -10.7% | +15.2% | +4.0% |
| 1Y | +5.4% | +14.0% | -8.6% | +2.8% |
| 3Y | +98.6% | +406.6% | -308.0% | +64.3% |
| All | +98.6% | +385.3% | -286.7% | +64.3% |
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