-56.4%
MSTR vs LUMN
+42.5%
-98.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.8% |
| 7D | +12.2% | +12.1% | +0.1% | +8.2% |
| 30D | +45.2% | +11.3% | +33.8% | +39.6% |
| 3M | +10.4% | -31.6% | +42.0% | +24.3% |
| 6M | -2.5% | -2.7% | +0.2% | -3.7% |
| YTD | -6.0% | -12.9% | +6.8% | -7.4% |
| 1Y | -56.4% | +36.2% | -92.6% | -54.4% |
| All | -56.4% | +42.5% | -98.9% | -54.4% |
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