+22.9%
ORCL vs LUMN
+385.3%
-362.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.9% |
| 7D | -5.4% | +2.5% | -7.9% | -5.6% |
| 30D | -2.0% | +10.3% | -12.3% | -3.0% |
| 3M | -18.1% | -18.3% | +0.2% | -16.7% |
| 6M | -7.2% | +4.4% | -11.6% | -7.7% |
| YTD | -22.2% | -10.7% | -11.5% | -22.0% |
| 1Y | -50.6% | +14.0% | -64.6% | -51.6% |
| 3Y | +22.9% | +406.6% | -383.7% | +17.1% |
| All | +22.9% | +385.3% | -362.5% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling