+931.8%
SLB vs LUMN
+156.1%
+775.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | -2.5% | +2.5% | -5.0% | -3.0% |
| 30D | +7.1% | +10.3% | -3.2% | +5.1% |
| 3M | +0.6% | -18.3% | +18.9% | +3.6% |
| 6M | +17.6% | +4.4% | +13.2% | +14.9% |
| YTD | +48.5% | -10.7% | +59.1% | +46.4% |
| 1Y | +59.4% | +14.0% | +45.4% | +47.5% |
| 3Y | -0.4% | +406.6% | -406.9% | -48.6% |
| 5Y | +133.8% | -36.8% | +170.6% | +100.8% |
| 10Y | -4.3% | -56.2% | +51.9% | -16.8% |
| All | +931.8% | +156.1% | +775.7% | +492.9% |
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