+101,884.7%
MU vs LUMN
+156.1%
+101,728.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.7% |
| 7D | -4.1% | +2.5% | -6.6% | -4.7% |
| 30D | +7.0% | +10.3% | -3.3% | +4.3% |
| 3M | -2.1% | -18.3% | +16.2% | +3.3% |
| 6M | +133.1% | +4.4% | +128.7% | +130.8% |
| YTD | +241.9% | -10.7% | +252.6% | +246.1% |
| 1Y | +548.8% | +14.0% | +534.8% | +509.0% |
| 3Y | +1,308.2% | +406.6% | +901.6% | +512.8% |
| 5Y | +1,260.7% | -36.8% | +1,297.5% | +1,060.1% |
| 10Y | +5,849.6% | -56.2% | +5,905.8% | +4,794.6% |
| All | +101,884.7% | +156.1% | +101,728.5% | +47,560.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling