+51,567.6%
SCHW vs LUMN
+156.1%
+51,411.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.5% |
| 7D | -1.9% | +2.5% | -4.4% | -2.4% |
| 30D | -1.6% | +10.3% | -12.0% | -4.2% |
| 3M | +21.3% | -18.3% | +39.5% | +25.4% |
| 6M | +16.5% | +4.4% | +12.1% | +11.6% |
| YTD | +8.4% | -10.7% | +19.1% | +5.2% |
| 1Y | +15.6% | +14.0% | +1.7% | +2.3% |
| 3Y | +86.8% | +406.6% | -319.7% | -28.9% |
| 5Y | +60.5% | -36.8% | +97.3% | +22.6% |
| 10Y | +297.7% | -56.2% | +353.9% | +196.7% |
| All | +51,567.6% | +156.1% | +51,411.5% | +15,768.8% |
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