+1,846.5%
MRVL vs LUMN
-19.4%
+1,865.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.6% |
| 7D | +5.6% | +2.5% | +3.1% | +5.0% |
| 30D | +8.8% | +10.3% | -1.6% | +6.2% |
| 3M | -15.9% | -18.3% | +2.4% | -11.9% |
| 6M | +161.3% | +4.4% | +156.9% | +159.2% |
| YTD | +178.2% | -10.7% | +188.9% | +180.4% |
| 1Y | +255.3% | +14.0% | +241.4% | +234.4% |
| 3Y | +323.1% | +406.6% | -83.5% | +110.3% |
| 5Y | +293.2% | -36.8% | +330.0% | +266.4% |
| 10Y | +1,963.7% | -56.2% | +2,019.8% | +1,754.5% |
| All | +1,846.5% | -19.4% | +1,865.9% | +935.3% |
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 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