-8.5%
ORLY vs LUMN
-60.4%
+51.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.3% | -8.4% | 0.0% |
| 7D | -1.0% | -10.6% | +9.6% | -1.2% |
| 30D | +3.9% | -18.2% | +22.0% | +3.6% |
| 3M | -4.0% | -30.8% | +26.8% | -4.4% |
| 6M | -3.4% | -49.1% | +45.6% | -4.2% |
| YTD | -1.6% | -44.4% | +42.8% | -3.1% |
| All | -8.5% | -60.4% | +51.9% | -11.3% |
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 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