+21.9%
MTB vs LUMN
+42.5%
-20.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | +1.7% | +12.1% | -10.4% | +1.4% |
| 30D | -4.2% | +11.3% | -15.5% | -4.5% |
| 3M | +8.9% | -31.6% | +40.5% | +9.8% |
| 6M | +10.9% | -2.7% | +13.6% | +10.8% |
| YTD | +21.5% | -12.9% | +34.4% | +21.1% |
| 1Y | +21.9% | +36.2% | -14.3% | +22.0% |
| All | +21.9% | +42.5% | -20.6% | +22.0% |
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