+71.5%
SHEL vs LUMN
+385.3%
-313.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.8% |
| 7D | +4.1% | +2.5% | +1.6% | +4.1% |
| 30D | +8.4% | +10.3% | -2.0% | +8.2% |
| 3M | +13.7% | -18.3% | +32.0% | +14.0% |
| 6M | +12.7% | +4.4% | +8.3% | +12.4% |
| YTD | +35.3% | -10.7% | +46.0% | +35.0% |
| 1Y | +39.4% | +14.0% | +25.4% | +38.1% |
| 3Y | +71.5% | +406.6% | -335.1% | +62.4% |
| All | +71.5% | +385.3% | -313.9% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling