+183.7%
TECH vs LUMN
-55.8%
+239.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | -0.1% |
| 7D | -0.4% | +2.5% | -2.9% | -0.6% |
| 30D | 0.0% | +10.3% | -10.4% | -0.8% |
| 3M | +33.7% | -18.3% | +51.9% | +35.2% |
| 6M | +34.9% | +4.4% | +30.5% | +33.2% |
| YTD | +23.2% | -10.7% | +33.8% | +22.1% |
| 1Y | +36.3% | +14.0% | +22.3% | +31.4% |
| 3Y | +2.3% | +406.6% | -404.3% | -21.9% |
| 5Y | -42.9% | -36.8% | -6.1% | -47.7% |
| All | +183.7% | -55.8% | +239.5% | +143.5% |
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