+2,750.8%
MMM vs LUMN
+156.1%
+2,594.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.0% |
| 7D | -2.1% | +2.5% | -4.6% | -2.5% |
| 30D | -9.8% | +10.3% | -20.2% | -11.3% |
| 3M | +4.9% | -18.3% | +23.2% | +7.4% |
| 6M | +7.3% | +4.4% | +3.0% | +5.0% |
| YTD | +4.5% | -10.7% | +15.2% | +3.2% |
| 1Y | +5.4% | +14.0% | -8.6% | -1.5% |
| 3Y | +98.6% | +406.6% | -308.0% | +17.1% |
| 5Y | +27.4% | -36.8% | +64.2% | +11.8% |
| 10Y | +55.3% | -56.2% | +111.5% | +35.5% |
| All | +2,750.8% | +156.1% | +2,594.7% | +1,712.4% |
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