+265.1%
MU vs LUMN
-59.3%
+324.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -5.9% | -1.1% | -4.5% |
| 7D | -19.1% | -6.9% | -12.2% | -16.6% |
| 30D | -25.2% | -20.5% | -4.8% | -17.9% |
| 3M | -10.9% | -33.4% | +22.5% | +4.3% |
| 6M | +38.0% | -52.1% | +90.1% | +84.5% |
| YTD | +178.8% | -42.5% | +221.3% | +252.3% |
| 1Y | +265.1% | -57.6% | +322.7% | +407.6% |
| All | +265.1% | -59.3% | +324.4% | +407.6% |
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