-42.3%
MSTR vs LUMN
-59.3%
+17.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.9% | +11.0% | +7.3% |
| 7D | -1.8% | -6.9% | +5.1% | +0.6% |
| 30D | -13.3% | -20.5% | +7.1% | -6.0% |
| 3M | +46.0% | -33.4% | +79.4% | +67.9% |
| 6M | -22.4% | -52.1% | +29.6% | +1.1% |
| YTD | -6.2% | -42.5% | +36.3% | +4.5% |
| 1Y | -42.3% | -57.6% | +15.3% | -30.3% |
| All | -42.3% | -59.3% | +17.0% | -30.3% |
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