+104.2%
MTB vs LUMN
-37.8%
+142.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | 0.0% | +2.5% | -2.5% | -0.2% |
| 30D | -4.8% | +10.3% | -15.1% | -5.6% |
| 3M | +6.0% | -18.3% | +24.2% | +7.4% |
| 6M | +19.6% | +4.4% | +15.3% | +18.2% |
| YTD | +21.5% | -10.7% | +32.2% | +20.6% |
| 1Y | +24.7% | +14.0% | +10.7% | +19.9% |
| 3Y | +108.6% | +406.6% | -298.0% | +52.4% |
| All | +104.2% | -37.8% | +142.0% | +124.3% |
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 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