+781.0%
MS vs LUMN
-55.8%
+836.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -1.5% | +2.5% | -4.0% | -1.9% |
| 30D | -1.5% | +10.3% | -11.8% | -3.0% |
| 3M | +1.4% | -18.3% | +19.6% | +3.7% |
| 6M | +34.7% | +4.4% | +30.3% | +32.3% |
| YTD | +22.7% | -10.7% | +33.4% | +21.7% |
| 1Y | +40.1% | +14.0% | +26.1% | +31.9% |
| 3Y | +181.4% | +406.6% | -225.2% | +71.8% |
| 5Y | +142.6% | -36.8% | +179.4% | +142.1% |
| All | +781.0% | -55.8% | +836.8% | +696.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling