+5,731.6%
MU vs LUMN
-55.8%
+5,787.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.5% |
| 7D | -4.1% | +2.5% | -6.6% | -4.4% |
| 30D | +7.0% | +10.3% | -3.3% | +5.4% |
| 3M | -2.1% | -18.3% | +16.2% | +1.0% |
| 6M | +133.1% | +4.4% | +128.7% | +132.7% |
| YTD | +241.9% | -10.7% | +252.6% | +246.0% |
| 1Y | +548.8% | +14.0% | +534.8% | +535.0% |
| 3Y | +1,308.2% | +406.6% | +901.6% | +916.5% |
| 5Y | +1,260.7% | -36.8% | +1,297.5% | +1,393.5% |
| All | +5,731.6% | -55.8% | +5,787.5% | +5,860.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling