+239.4%
MULL vs LUMN
-56.8%
+296.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.0% | -11.5% | -10.5% |
| 7D | -32.2% | -0.8% | -31.4% | -29.5% |
| 30D | -55.4% | -10.8% | -44.6% | -49.3% |
| 3M | -41.3% | -29.1% | -12.2% | -20.3% |
| 6M | -44.9% | -44.5% | -0.4% | -2.8% |
| YTD | +192.4% | -39.4% | +231.8% | +399.4% |
| 1Y | +239.4% | -55.1% | +294.5% | +576.5% |
| All | +239.4% | -56.8% | +296.2% | +576.5% |
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