+3,343.4%
STX vs LUMN
-55.8%
+3,399.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -4.0% |
| 7D | -2.3% | +2.5% | -4.8% | -2.7% |
| 30D | -5.5% | +10.3% | -15.8% | -6.9% |
| 3M | -4.3% | -18.3% | +14.0% | -1.4% |
| 6M | +115.6% | +4.4% | +111.3% | +113.7% |
| YTD | +202.2% | -10.7% | +212.9% | +203.7% |
| 1Y | +325.3% | +14.0% | +311.3% | +311.4% |
| 3Y | +1,283.9% | +406.6% | +877.3% | +797.3% |
| 5Y | +1,048.3% | -36.8% | +1,085.1% | +1,113.7% |
| All | +3,343.4% | -55.8% | +3,399.2% | +3,342.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling