+681.4%
NFLX vs LUMN
-55.8%
+737.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.7% |
| 7D | -1.1% | +2.5% | -3.6% | -1.2% |
| 30D | +4.3% | +10.3% | -6.0% | +3.6% |
| 3M | -4.8% | -18.3% | +13.5% | -3.8% |
| 6M | -18.4% | +4.4% | -22.8% | -19.2% |
| YTD | -17.4% | -10.7% | -6.8% | -17.9% |
| 1Y | -35.7% | +14.0% | -49.6% | -37.6% |
| 3Y | +73.8% | +406.6% | -332.8% | +39.5% |
| 5Y | +29.3% | -36.8% | +66.1% | +31.7% |
| All | +681.4% | -55.8% | +737.2% | +663.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling