+46.2%
SLB vs LUMN
-59.3%
+105.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | -0.6% |
| 7D | -4.1% | -6.9% | +2.8% | -3.5% |
| 30D | +2.5% | -20.5% | +23.0% | +4.3% |
| 3M | +2.0% | -33.4% | +35.4% | +5.1% |
| 6M | -6.3% | -52.1% | +45.7% | -1.0% |
| YTD | +36.5% | -42.5% | +79.0% | +40.4% |
| 1Y | +46.2% | -57.6% | +103.8% | +51.7% |
| All | +46.2% | -59.3% | +105.5% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling