+229.2%
MXL vs LUMN
+385.3%
-156.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.6% | +7.3% |
| 7D | +18.9% | +2.5% | +16.3% | +18.5% |
| 30D | +0.3% | +10.3% | -10.0% | -0.9% |
| 3M | -8.0% | -18.3% | +10.2% | -5.4% |
| 6M | +341.2% | +4.4% | +336.9% | +338.6% |
| YTD | +327.8% | -10.7% | +338.5% | +329.5% |
| 1Y | +364.9% | +14.0% | +350.9% | +353.4% |
| 3Y | +229.2% | +406.6% | -177.3% | +194.6% |
| All | +229.2% | +385.3% | -156.1% | +194.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling