-28.0%
ORCL vs LUMN
+42.5%
-70.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.6% |
| 7D | +5.3% | +12.1% | -6.8% | +2.0% |
| 30D | +10.0% | +11.3% | -1.4% | +6.6% |
| 3M | -32.6% | -31.6% | -1.0% | -26.3% |
| 6M | +4.9% | -2.7% | +7.7% | +4.6% |
| YTD | -17.8% | -12.9% | -4.9% | -17.5% |
| 1Y | -28.0% | +36.2% | -64.2% | -49.8% |
| All | -28.0% | +42.5% | -70.5% | -49.8% |
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