+50.1%
MSFT vs LUMN
+385.3%
-335.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | -0.8% | +2.5% | -3.3% | -0.9% |
| 30D | +0.8% | +10.3% | -9.5% | +0.4% |
| 3M | +27.2% | -18.3% | +45.5% | +27.9% |
| 6M | +22.9% | +4.4% | +18.5% | +22.3% |
| YTD | +3.1% | -10.7% | +13.8% | +2.9% |
| 1Y | -0.3% | +14.0% | -14.2% | -1.5% |
| 3Y | +50.1% | +406.6% | -356.5% | +47.1% |
| All | +50.1% | +385.3% | -335.2% | +47.1% |
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