+31,674.0%
ORCL vs LUMN
+156.1%
+31,517.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.1% |
| 7D | -5.4% | +2.5% | -7.9% | -5.9% |
| 30D | -2.0% | +10.3% | -12.3% | -4.0% |
| 3M | -18.1% | -18.3% | +0.2% | -15.1% |
| 6M | -7.2% | +4.4% | -11.6% | -8.8% |
| YTD | -22.2% | -10.7% | -11.5% | -22.4% |
| 1Y | -50.6% | +14.0% | -64.6% | -53.9% |
| 3Y | +22.9% | +406.6% | -383.7% | -35.1% |
| 5Y | +79.3% | -36.8% | +116.1% | +58.5% |
| 10Y | +335.9% | -56.2% | +392.0% | +275.5% |
| All | +31,674.0% | +156.1% | +31,517.8% | +13,445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling