+24.7%
MTB vs LUMN
+11.9%
+12.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | 0.0% | +2.5% | -2.5% | -0.1% |
| 30D | -4.8% | +10.3% | -15.1% | -5.0% |
| 3M | +6.0% | -18.3% | +24.2% | +6.4% |
| 6M | +19.6% | +4.4% | +15.3% | +19.4% |
| YTD | +21.5% | -10.7% | +32.2% | +21.0% |
| 1Y | +24.7% | +14.0% | +10.7% | +26.2% |
| All | +24.7% | +11.9% | +12.8% | +26.2% |
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 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