+53,398.1%
ORLY vs LUMN
+80.2%
+53,317.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | -2.4% | +2.5% | -4.9% | -2.6% |
| 30D | -6.8% | +10.3% | -17.1% | -7.8% |
| 3M | -4.8% | -18.3% | +13.5% | -3.2% |
| 6M | -9.1% | +4.4% | -13.4% | -10.8% |
| YTD | -5.9% | -10.7% | +4.8% | -7.0% |
| 1Y | -20.4% | +14.0% | -34.4% | -24.8% |
| 3Y | +36.6% | +406.6% | -370.0% | -12.7% |
| 5Y | +117.3% | -36.8% | +154.1% | +99.6% |
| 10Y | +362.7% | -56.2% | +418.9% | +316.4% |
| All | +53,398.1% | +80.2% | +53,317.9% | +33,120.7% |
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