+119.2%
ORLY vs LUMN
-37.8%
+157.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -2.4% | +2.5% | -4.9% | -2.4% |
| 30D | -6.8% | +10.3% | -17.1% | -6.9% |
| 3M | -4.8% | -18.3% | +13.5% | -4.5% |
| 6M | -9.1% | +4.4% | -13.4% | -9.4% |
| YTD | -5.9% | -10.7% | +4.8% | -6.1% |
| 1Y | -20.4% | +14.0% | -34.4% | -21.3% |
| 3Y | +36.6% | +406.6% | -370.0% | +23.4% |
| All | +119.2% | -37.8% | +157.0% | +150.3% |
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