+73.9%
MSFT vs LUMN
-37.8%
+111.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 3M | +27.2% | -18.3% | +45.5% | +28.2% |
| 6M | +22.9% | +4.4% | +18.5% | +22.1% |
| YTD | +3.1% | -10.7% | +13.8% | +2.8% |
| 1Y | -0.3% | +14.0% | -14.2% | -2.1% |
| 3Y | +50.1% | +406.6% | -356.5% | +31.6% |
| All | +73.9% | -37.8% | +111.7% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling