+531.5%
SONY vs LUMN
+156.1%
+375.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.3% |
| 7D | -2.7% | +2.5% | -5.2% | -3.0% |
| 30D | +1.5% | +10.3% | -8.8% | -0.1% |
| 3M | +13.0% | -18.3% | +31.3% | +15.6% |
| 6M | +11.2% | +4.4% | +6.9% | +8.8% |
| YTD | -6.6% | -10.7% | +4.0% | -7.8% |
| 1Y | -18.1% | +14.0% | -32.1% | -23.5% |
| 3Y | +42.1% | +406.6% | -364.5% | -18.7% |
| 5Y | +11.0% | -36.8% | +47.8% | -2.3% |
| 10Y | +289.2% | -56.2% | +345.4% | +235.4% |
| All | +531.5% | +156.1% | +375.4% | +200.0% |
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