+298.8%
MXL vs LUMN
-45.5%
+344.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.6% | +7.2% |
| 7D | +18.9% | +2.5% | +16.3% | +18.3% |
| 30D | +0.3% | +10.3% | -10.0% | -1.4% |
| 3M | -8.0% | -18.3% | +10.2% | -3.9% |
| 6M | +341.2% | +4.4% | +336.9% | +337.2% |
| YTD | +327.8% | -10.7% | +338.5% | +330.6% |
| 1Y | +364.9% | +14.0% | +350.9% | +343.2% |
| 3Y | +229.2% | +406.6% | -177.3% | +92.6% |
| 5Y | +42.8% | -36.8% | +79.6% | +44.1% |
| 10Y | +303.1% | -56.2% | +359.3% | +294.0% |
| All | +298.8% | -45.5% | +344.3% | +133.7% |
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