+303.5%
MXL vs LUMN
+42.5%
+260.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.6% | +6.2% |
| 7D | +1.6% | +12.1% | -10.4% | -2.2% |
| 30D | -7.0% | +11.3% | -18.3% | -10.3% |
| 3M | -33.4% | -31.6% | -1.8% | -26.9% |
| 6M | +260.2% | -2.7% | +262.9% | +257.9% |
| YTD | +260.0% | -12.9% | +272.8% | +258.4% |
| 1Y | +303.5% | +36.2% | +267.3% | +255.2% |
| All | +303.5% | +42.5% | +260.9% | +255.2% |
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