+6.4%
OXY vs LUMN
-55.8%
+62.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | +2.8% | +2.5% | +0.3% | +2.6% |
| 30D | +5.5% | +10.3% | -4.9% | +4.2% |
| 3M | +11.3% | -18.3% | +29.6% | +13.3% |
| 6M | +11.6% | +4.4% | +7.2% | +9.4% |
| YTD | +51.6% | -10.7% | +62.2% | +49.5% |
| 1Y | +36.2% | +14.0% | +22.3% | +28.1% |
| 3Y | +1.7% | +406.6% | -404.9% | -40.6% |
| 5Y | +164.5% | -36.8% | +201.3% | +178.2% |
| All | +6.4% | -55.8% | +62.2% | +5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling