+70.2%
STX vs LUMN
-62.6%
+132.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -11.0% | -5.3% | -12.4% |
| 7D | -33.4% | -16.9% | -16.5% | -28.7% |
| 30D | -42.1% | -32.7% | -9.4% | -33.9% |
| 3M | -44.3% | -34.5% | -9.7% | -36.5% |
| 6M | -39.4% | -56.9% | +17.5% | -21.5% |
| YTD | +70.0% | -48.8% | +118.7% | +103.6% |
| 1Y | +70.2% | -63.4% | +133.5% | +114.7% |
| All | +70.2% | -62.6% | +132.8% | +114.7% |
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