+137.0%
OKE vs LUMN
-37.8%
+174.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | +1.2% | +2.5% | -1.3% | +1.1% |
| 30D | +4.5% | +10.3% | -5.8% | +3.8% |
| 3M | +9.6% | -18.3% | +27.9% | +10.8% |
| 6M | +15.4% | +4.4% | +11.0% | +13.9% |
| YTD | +36.5% | -10.7% | +47.1% | +35.1% |
| 1Y | +39.0% | +14.0% | +25.0% | +33.4% |
| 3Y | +74.3% | +406.6% | -332.3% | +31.6% |
| All | +137.0% | -37.8% | +174.9% | +183.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling