-0.8%
MSFT vs LUMN
+42.5%
-43.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.9% |
| 7D | -2.7% | +12.1% | -14.8% | -3.4% |
| 30D | +2.7% | +11.3% | -8.6% | +1.9% |
| 3M | +17.0% | -31.6% | +48.6% | +19.5% |
| 6M | +23.8% | -2.7% | +26.6% | +23.0% |
| YTD | +4.0% | -12.9% | +16.9% | +3.3% |
| 1Y | -0.8% | +36.2% | -37.0% | -4.4% |
| All | -0.8% | +42.5% | -43.3% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling