-40.3%
NFLX vs LUMN
-62.6%
+22.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -11.0% | +9.7% | -1.2% |
| 7D | +5.7% | -16.9% | +22.6% | +5.8% |
| 30D | -4.6% | -32.7% | +28.1% | -4.3% |
| 3M | -11.6% | -34.5% | +22.9% | -11.3% |
| 6M | -25.4% | -56.9% | +31.5% | -25.3% |
| YTD | -30.1% | -48.8% | +18.7% | -30.5% |
| 1Y | -40.3% | -63.4% | +23.0% | -42.8% |
| All | -40.3% | -62.6% | +22.3% | -42.8% |
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